+6.8%
KDP vs DECK
+25.5%
-18.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.0% |
| 7D | +1.3% | -2.2% | +3.5% | +1.5% |
| 30D | +6.0% | -13.6% | +19.6% | +7.3% |
| 3M | +9.2% | -21.2% | +30.4% | +11.2% |
| 6M | +14.7% | -21.1% | +35.8% | +16.7% |
| YTD | +19.2% | -17.2% | +36.4% | +20.7% |
| 1Y | +15.2% | -30.7% | +45.9% | +17.4% |
| 3Y | +6.0% | -3.4% | +9.3% | +2.0% |
| All | +6.8% | +25.5% | -18.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling