+24.1%
KDP vs DOCN
+102.5%
-78.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -7.2% | +13.1% | +5.9% |
| 7D | +5.3% | -20.0% | +25.4% | +5.4% |
| 30D | +19.1% | -38.8% | +57.9% | +19.3% |
| 3M | +19.2% | -34.8% | +54.0% | +19.2% |
| 6M | +29.3% | -22.8% | +52.1% | +28.6% |
| YTD | +35.5% | +74.6% | -39.1% | +32.4% |
| 1Y | +43.5% | +116.4% | -73.0% | +39.4% |
| 3Y | +29.0% | +239.3% | -210.3% | +22.9% |
| 5Y | +16.2% | -20.2% | +36.4% | +10.6% |
| All | +24.1% | +102.5% | -78.4% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling