+232.0%
KDP vs DOC
+14.9%
+217.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +4.5% | +6.2% | -1.7% | +3.0% |
| 30D | +18.5% | +6.5% | +12.0% | +16.8% |
| 3M | +20.8% | -6.2% | +27.1% | +22.6% |
| 6M | +29.4% | +25.6% | +3.8% | +22.1% |
| YTD | +35.9% | +32.1% | +3.8% | +26.4% |
| 1Y | +42.5% | +20.3% | +22.2% | +35.4% |
| 3Y | +29.4% | +42.7% | -13.4% | +16.7% |
| 5Y | +15.8% | -22.2% | +38.0% | +19.7% |
| All | +232.0% | +14.9% | +217.1% | +218.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling