+1,267.4%
KDP vs DGX
+612.0%
+655.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | +1.6% | -2.3% | -1.3% |
| 30D | +9.7% | +11.2% | -1.5% | +6.2% |
| 3M | +17.6% | +10.4% | +7.2% | +13.9% |
| 6M | +25.8% | +37.1% | -11.3% | +13.6% |
| YTD | +33.9% | +52.1% | -18.2% | +16.5% |
| 1Y | +38.9% | +40.7% | -1.8% | +23.8% |
| 3Y | +26.8% | +107.6% | -80.8% | -1.3% |
| 5Y | +16.3% | +90.6% | -74.3% | -8.2% |
| 10Y | +248.1% | +287.9% | -39.8% | +104.4% |
| All | +1,267.4% | +612.0% | +655.5% | +455.0% |
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