+35.9%
KDP vs DLR
+12.6%
+23.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.3% | -8.7% | -7.4% |
| 7D | -4.0% | +5.0% | -9.0% | -4.1% |
| 30D | +8.5% | +3.0% | +5.5% | +8.3% |
| 3M | +20.7% | -6.3% | +27.0% | +21.3% |
| 6M | +23.2% | -4.8% | +27.9% | +24.0% |
| YTD | +30.5% | +21.0% | +9.5% | +29.2% |
| 1Y | +35.9% | +15.1% | +20.7% | +34.5% |
| All | +35.9% | +12.6% | +23.3% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling