+239.1%
KDP vs DLR
+193.8%
+45.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.3% | -8.7% | -7.6% |
| 7D | -4.0% | +5.0% | -9.0% | -4.7% |
| 30D | +8.5% | +3.0% | +5.5% | +7.9% |
| 3M | +20.7% | -6.3% | +27.0% | +21.6% |
| 6M | +23.2% | -4.8% | +27.9% | +23.6% |
| YTD | +30.5% | +21.0% | +9.5% | +25.9% |
| 1Y | +35.9% | +15.1% | +20.7% | +32.1% |
| 3Y | +24.8% | +56.0% | -31.2% | +13.4% |
| 5Y | +13.4% | +39.1% | -25.7% | +3.9% |
| All | +239.1% | +193.8% | +45.3% | +167.4% |
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