+26.8%
KDP vs DG
+21.7%
+5.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +9.7% | +3.2% | +6.5% | +9.4% |
| 3M | +17.6% | +10.4% | +7.2% | +16.4% |
| 6M | +25.8% | +33.2% | -7.4% | +22.6% |
| YTD | +33.9% | +3.0% | +30.9% | +33.1% |
| 1Y | +38.9% | +31.2% | +7.7% | +35.6% |
| 3Y | +26.8% | +21.8% | +5.0% | +21.1% |
| All | +26.8% | +21.7% | +5.1% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling