+175.8%
KDP vs DG
+105.6%
+70.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.5% |
| 7D | +2.1% | -2.5% | +4.5% | +2.4% |
| 30D | +8.5% | +1.0% | +7.5% | +8.2% |
| 3M | +6.6% | +20.3% | -13.7% | +3.6% |
| 6M | +17.1% | -11.7% | +28.8% | +18.8% |
| YTD | +19.0% | -2.3% | +21.4% | +19.0% |
| 1Y | +21.8% | +20.0% | +1.8% | +17.6% |
| 3Y | +6.4% | +7.2% | -0.8% | +1.8% |
| 5Y | +5.1% | -37.9% | +43.1% | +10.6% |
| 10Y | +175.8% | +107.3% | +68.5% | +143.1% |
| All | +175.8% | +105.6% | +70.2% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling