+6.8%
KDP vs DOCS
-73.4%
+80.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | +6.0% | +21.8% | -15.8% | +5.7% |
| 3M | +9.2% | +27.3% | -18.1% | +8.8% |
| 6M | +14.7% | -0.3% | +15.0% | +14.6% |
| YTD | +19.2% | -40.5% | +59.7% | +19.9% |
| 1Y | +15.2% | -61.5% | +76.7% | +16.6% |
| 3Y | +6.0% | +8.2% | -2.2% | +4.6% |
| All | +6.8% | -73.4% | +80.3% | +7.0% |
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