+16.2%
KDP vs DOC
-22.8%
+39.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.1% | +2.8% | +5.1% |
| 7D | +5.3% | +8.7% | -3.4% | +3.2% |
| 30D | +19.1% | +7.6% | +11.5% | +17.0% |
| 3M | +19.2% | -5.3% | +24.4% | +20.6% |
| 6M | +29.3% | +27.6% | +1.7% | +21.5% |
| YTD | +35.5% | +32.4% | +3.1% | +25.9% |
| 1Y | +43.5% | +22.9% | +20.6% | +35.8% |
| 3Y | +29.0% | +43.1% | -14.1% | +15.7% |
| 5Y | +16.2% | -21.4% | +37.6% | +25.8% |
| All | +16.2% | -22.8% | +39.0% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling