+1,232.8%
KDP vs DE
+1,022.8%
+210.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.9% | -5.5% | -7.0% |
| 7D | -4.0% | +2.3% | -6.3% | -4.5% |
| 30D | +8.5% | +4.4% | +4.0% | +7.4% |
| 3M | +20.7% | +9.8% | +10.9% | +18.0% |
| 6M | +23.2% | +15.8% | +7.4% | +18.6% |
| YTD | +30.5% | +47.0% | -16.5% | +18.3% |
| 1Y | +35.9% | +42.8% | -6.9% | +23.8% |
| 3Y | +24.8% | +88.9% | -64.1% | +5.1% |
| 5Y | +13.4% | +101.9% | -88.5% | -8.2% |
| 10Y | +239.3% | +767.5% | -528.2% | +77.5% |
| All | +1,232.8% | +1,022.8% | +210.0% | +389.4% |
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