+54.4%
KDP vs DOW
-5.2%
+59.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.9% | -9.3% | -7.7% |
| 7D | -4.0% | +3.7% | -7.6% | -4.6% |
| 30D | +8.5% | +16.3% | -7.8% | +5.6% |
| 3M | +20.7% | +9.7% | +11.0% | +18.5% |
| 6M | +23.2% | -14.1% | +37.3% | +25.9% |
| YTD | +30.5% | +46.6% | -16.1% | +19.0% |
| 1Y | +35.9% | +56.8% | -21.0% | +22.1% |
| 3Y | +24.8% | -20.4% | +45.2% | +25.8% |
| 5Y | +13.4% | -27.4% | +40.8% | +15.1% |
| All | +54.4% | -5.2% | +59.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling