+1,117.5%
KDP vs DLR
+897.7%
+219.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.3% | +1.6% | -0.3% | +1.0% |
| 30D | +6.0% | -3.4% | +9.3% | +6.7% |
| 3M | +9.2% | +0.5% | +8.7% | +8.7% |
| 6M | +14.7% | +4.6% | +10.1% | +13.1% |
| YTD | +19.2% | +23.4% | -4.2% | +13.5% |
| 1Y | +15.2% | +19.0% | -3.9% | +10.3% |
| 3Y | +6.0% | +56.5% | -50.6% | -6.0% |
| 5Y | +5.4% | +33.3% | -27.9% | -4.8% |
| 10Y | +171.9% | +165.1% | +6.7% | +103.6% |
| All | +1,117.5% | +897.7% | +219.8% | +492.3% |
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