+15.2%
KDP vs DOC
+23.9%
-8.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +1.3% | -1.5% | +2.8% | +1.5% |
| 30D | +6.0% | -4.8% | +10.7% | +6.8% |
| 3M | +9.2% | +6.9% | +2.3% | +8.7% |
| 6M | +14.7% | +20.7% | -6.1% | +13.6% |
| YTD | +19.2% | +34.1% | -15.0% | +15.3% |
| 1Y | +15.2% | +22.6% | -7.5% | +13.8% |
| All | +15.2% | +23.9% | -8.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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