+17.0%
KDP vs DOW
-30.0%
+46.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +2.2% | -9.5% | +11.7% | +3.3% |
| 30D | +19.9% | +13.1% | +6.9% | +18.3% |
| 3M | +21.5% | +4.8% | +16.7% | +20.7% |
| 6M | +30.1% | -16.7% | +46.8% | +32.4% |
| YTD | +34.9% | +38.9% | -3.9% | +26.9% |
| 1Y | +43.4% | +48.3% | -4.9% | +33.4% |
| 3Y | +29.1% | -24.4% | +53.4% | +30.6% |
| All | +17.0% | -30.0% | +46.9% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling