+239.3%
KDP vs DLR
+174.9%
+64.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | +0.3% |
| 7D | +0.3% | +2.4% | -2.0% | -0.1% |
| 30D | +16.3% | +0.7% | +15.6% | +16.1% |
| 3M | +24.0% | -6.4% | +30.4% | +25.0% |
| 6M | +30.0% | -6.5% | +36.5% | +30.8% |
| YTD | +36.1% | +18.8% | +17.3% | +31.7% |
| 1Y | +46.8% | +9.0% | +37.8% | +43.9% |
| 3Y | +30.5% | +54.5% | -24.0% | +18.6% |
| 5Y | +17.9% | +35.8% | -17.9% | +8.3% |
| 10Y | +239.3% | +177.5% | +61.8% | +163.5% |
| All | +239.3% | +174.9% | +64.3% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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