+1,117.5%
KDP vs DE
+1,044.4%
+73.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.3% | +10.0% | -8.8% | -0.9% |
| 30D | +6.0% | +13.3% | -7.3% | +2.9% |
| 3M | +9.2% | +17.5% | -8.3% | +5.0% |
| 6M | +14.7% | +13.6% | +1.1% | +10.8% |
| YTD | +19.2% | +49.8% | -30.6% | +7.7% |
| 1Y | +15.2% | +47.9% | -32.7% | +4.2% |
| 3Y | +6.0% | +72.5% | -66.6% | -8.8% |
| 5Y | +5.4% | +90.2% | -84.8% | -13.4% |
| 10Y | +171.9% | +865.4% | -693.5% | +38.3% |
| All | +1,117.5% | +1,044.4% | +73.1% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling