+1,184.2%
KDP vs DG
+612.5%
+571.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | +2.2% | +1.1% | +1.1% | +2.1% |
| 30D | +19.9% | +9.5% | +10.4% | +18.2% |
| 3M | +21.5% | +5.5% | +16.0% | +20.4% |
| 6M | +30.1% | +16.1% | +14.0% | +26.8% |
| YTD | +34.9% | +2.7% | +32.3% | +33.7% |
| 1Y | +43.4% | +42.1% | +1.3% | +34.9% |
| 3Y | +29.1% | +19.3% | +9.8% | +21.3% |
| 5Y | +15.0% | -35.3% | +50.3% | +18.8% |
| 10Y | +234.1% | +123.9% | +110.2% | +180.2% |
| All | +1,184.2% | +612.5% | +571.7% | +765.7% |
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