+29.1%
KDP vs DOCS
+47.6%
-18.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | +2.2% | -0.8% | +3.0% | +2.2% |
| 30D | +19.9% | +17.4% | +2.5% | +19.9% |
| 3M | +21.5% | +57.4% | -35.9% | +21.5% |
| 6M | +30.1% | +26.5% | +3.6% | +30.0% |
| YTD | +34.9% | -26.6% | +61.5% | +35.2% |
| 1Y | +43.4% | -48.1% | +91.4% | +43.9% |
| 3Y | +29.1% | +52.6% | -23.5% | +28.2% |
| All | +29.1% | +47.6% | -18.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 3y: compounded portfolio wealth divided by compounded DOCS 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…
3y analysis · Full analysis span regression · 6 months rolling