+1,117.5%
KDP vs DGX
+548.0%
+569.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | +1.3% | -2.3% | +3.6% | +2.0% |
| 30D | +6.0% | +0.6% | +5.4% | +5.8% |
| 3M | +9.2% | +21.4% | -12.2% | +2.6% |
| 6M | +14.7% | +14.7% | 0.0% | +9.4% |
| YTD | +19.2% | +38.4% | -19.2% | +7.0% |
| 1Y | +15.2% | +34.0% | -18.8% | +4.2% |
| 3Y | +6.0% | +92.7% | -86.7% | -15.6% |
| 5Y | +5.4% | +67.7% | -62.3% | -13.3% |
| 10Y | +171.9% | +248.0% | -76.1% | +65.3% |
| All | +1,117.5% | +548.0% | +569.5% | +409.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling