+15.8%
KDP vs DOCS
-54.0%
+69.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.3% |
| 7D | +4.5% | -1.3% | +5.8% | +4.5% |
| 30D | +18.5% | +19.4% | -0.9% | +18.2% |
| 3M | +20.8% | +53.4% | -32.6% | +20.2% |
| 6M | +29.4% | +28.8% | +0.6% | +28.9% |
| YTD | +35.9% | -25.1% | +61.0% | +36.3% |
| 1Y | +42.5% | -48.1% | +90.6% | +43.6% |
| 3Y | +29.4% | +51.4% | -22.0% | +27.3% |
| 5Y | +15.8% | -51.1% | +66.9% | +13.8% |
| All | +15.8% | -54.0% | +69.8% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling