+6.8%
KDP vs DOC
-24.5%
+31.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | +1.3% | -1.5% | +2.8% | +1.6% |
| 30D | +6.0% | -4.8% | +10.7% | +7.2% |
| 3M | +9.2% | +6.9% | +2.3% | +7.6% |
| 6M | +14.7% | +20.7% | -6.1% | +9.5% |
| YTD | +19.2% | +34.1% | -15.0% | +10.5% |
| 1Y | +15.2% | +22.6% | -7.5% | +9.2% |
| 3Y | +6.0% | +20.8% | -14.9% | -0.1% |
| All | +6.8% | -24.5% | +31.4% | +15.7% |
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