+23.6%
KDP vs DOCN
+74.7%
-51.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.7% |
| 7D | +2.2% | -19.2% | +21.4% | +2.2% |
| 30D | +19.9% | -43.1% | +63.0% | +20.1% |
| 3M | +21.5% | -40.7% | +62.2% | +21.5% |
| 6M | +30.1% | -55.0% | +85.1% | +30.4% |
| YTD | +34.9% | +50.6% | -15.7% | +31.9% |
| 1Y | +43.4% | +54.0% | -10.6% | +40.0% |
| 3Y | +29.1% | +203.9% | -174.8% | +22.9% |
| 5Y | +15.0% | -29.4% | +44.3% | +9.4% |
| All | +23.6% | +74.7% | -51.1% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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