+15.2%
KDP vs DGX
+33.7%
-18.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | +1.3% | -2.3% | +3.6% | +1.7% |
| 30D | +6.0% | +0.6% | +5.4% | +5.9% |
| 3M | +9.2% | +21.4% | -12.2% | +5.6% |
| 6M | +14.7% | +14.7% | 0.0% | +11.9% |
| YTD | +19.2% | +38.4% | -19.2% | +12.9% |
| 1Y | +15.2% | +34.0% | -18.8% | +9.1% |
| All | +15.2% | +33.7% | -18.5% | +9.1% |
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