+1,116.0%
KDP vs DGX
+543.5%
+572.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +8.5% | -1.2% | +9.7% | +8.8% |
| 3M | +6.6% | +19.9% | -13.3% | +0.6% |
| 6M | +17.1% | +19.2% | -2.1% | +10.3% |
| YTD | +19.0% | +37.5% | -18.4% | +7.1% |
| 1Y | +21.8% | +31.3% | -9.5% | +10.9% |
| 3Y | +6.4% | +96.6% | -90.2% | -15.8% |
| 5Y | +5.1% | +64.3% | -59.1% | -13.0% |
| 10Y | +175.8% | +241.1% | -65.3% | +68.9% |
| All | +1,116.0% | +543.5% | +572.5% | +409.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling