+6.8%
KDP vs DG
-35.0%
+41.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +1.3% | +8.4% | -7.1% | +0.2% |
| 30D | +6.0% | +4.9% | +1.0% | +5.3% |
| 3M | +9.2% | +29.3% | -20.1% | +5.8% |
| 6M | +14.7% | -11.3% | +26.0% | +15.9% |
| YTD | +19.2% | +1.8% | +17.4% | +18.5% |
| 1Y | +15.2% | +25.3% | -10.2% | +11.5% |
| 3Y | +6.0% | +9.1% | -3.1% | +2.2% |
| All | +6.8% | -35.0% | +41.8% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling