+43.5%
KDP vs DGX
+45.0%
-1.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +5.2% |
| 7D | +5.3% | +4.1% | +1.2% | +4.5% |
| 30D | +19.1% | +10.5% | +8.6% | +17.1% |
| 3M | +19.2% | +9.8% | +9.4% | +17.0% |
| 6M | +29.3% | +34.6% | -5.3% | +22.8% |
| YTD | +35.5% | +49.8% | -14.3% | +26.7% |
| 1Y | +43.5% | +46.0% | -2.6% | +35.2% |
| All | +43.5% | +45.0% | -1.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling