+1,278.3%
KDP vs DLR
+828.8%
+449.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.2% | -3.6% | +5.8% | +2.9% |
| 30D | +19.9% | -3.5% | +23.4% | +20.6% |
| 3M | +21.5% | -8.9% | +30.4% | +23.4% |
| 6M | +30.1% | -11.6% | +41.7% | +32.5% |
| YTD | +34.9% | +14.9% | +20.0% | +30.1% |
| 1Y | +43.4% | +6.4% | +36.9% | +40.3% |
| 3Y | +29.1% | +47.3% | -18.2% | +15.8% |
| 5Y | +15.0% | +32.8% | -17.8% | +3.6% |
| 10Y | +234.1% | +169.6% | +64.5% | +148.3% |
| All | +1,278.3% | +828.8% | +449.5% | +578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling