+15.8%
KDP vs DOCN
-34.6%
+50.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.9% | +16.1% | +0.3% |
| 7D | +4.5% | -29.3% | +33.8% | +4.6% |
| 30D | +18.5% | -46.0% | +64.5% | +18.7% |
| 3M | +20.8% | -43.2% | +64.0% | +21.0% |
| 6M | +29.4% | -53.7% | +83.1% | +29.7% |
| YTD | +35.9% | +46.9% | -11.0% | +32.3% |
| 1Y | +42.5% | +54.3% | -11.9% | +38.5% |
| 3Y | +29.4% | +185.5% | -156.2% | +22.2% |
| 5Y | +15.8% | -31.1% | +46.9% | +9.6% |
| All | +15.8% | -34.6% | +50.4% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling