+16.2%
KDP vs DECK
+31.2%
-15.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.0% | -0.1% | +5.3% |
| 7D | +5.3% | +10.4% | -5.0% | +4.4% |
| 30D | +19.1% | +11.1% | +8.0% | +18.0% |
| 3M | +19.2% | -10.8% | +29.9% | +20.2% |
| 6M | +29.3% | -8.7% | +38.0% | +30.0% |
| YTD | +35.5% | -14.0% | +49.6% | +36.7% |
| 1Y | +43.5% | +12.0% | +31.4% | +42.1% |
| 3Y | +29.0% | -10.5% | +39.5% | +25.1% |
| 5Y | +16.2% | +28.5% | -12.3% | +7.6% |
| All | +16.2% | +31.2% | -15.0% | +7.6% |
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