+169.5%
KDP vs DGX
+255.3%
-85.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | +6.2% | -1.2% | +7.3% | +6.5% |
| 3M | +1.2% | +15.8% | -14.5% | -2.7% |
| 6M | +15.3% | +18.2% | -2.8% | +10.0% |
| YTD | +14.8% | +37.2% | -22.4% | +5.1% |
| 1Y | +17.6% | +30.4% | -12.7% | +8.9% |
| 3Y | +2.1% | +96.7% | -94.6% | -16.1% |
| 5Y | +2.7% | +67.2% | -64.4% | -12.8% |
| All | +169.5% | +255.3% | -85.8% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling