+1,034.3%
KDP vs DG
+606.1%
+428.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +1.3% | +8.4% | -7.1% | 0.0% |
| 30D | +6.0% | +4.9% | +1.0% | +5.2% |
| 3M | +9.2% | +29.3% | -20.1% | +4.9% |
| 6M | +14.7% | -11.3% | +26.0% | +16.3% |
| YTD | +19.2% | +1.8% | +17.4% | +18.4% |
| 1Y | +15.2% | +25.3% | -10.2% | +10.4% |
| 3Y | +6.0% | +9.1% | -3.1% | +1.1% |
| 5Y | +5.4% | -34.9% | +40.3% | +8.8% |
| 10Y | +171.9% | +108.2% | +63.7% | +130.8% |
| All | +1,034.3% | +606.1% | +428.2% | +666.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling