+256.4%
KDP vs DG
+119.6%
+136.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +8.2% | +5.2% | +3.0% | +7.3% |
| 30D | +18.4% | +7.9% | +10.4% | +16.9% |
| 3M | +29.2% | +12.7% | +16.5% | +26.7% |
| 6M | +32.3% | +22.4% | +9.8% | +27.9% |
| YTD | +38.5% | +5.4% | +33.1% | +36.6% |
| 1Y | +48.5% | +39.4% | +9.1% | +40.2% |
| 3Y | +32.5% | +24.1% | +8.3% | +23.6% |
| 5Y | +19.7% | -32.2% | +51.8% | +24.1% |
| 10Y | +256.4% | +111.8% | +144.6% | +212.6% |
| All | +256.4% | +119.6% | +136.8% | +212.6% |
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