+175.8%
KDP vs DRI
+350.3%
-174.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +2.1% | -1.2% | +3.3% | +2.3% |
| 30D | +8.5% | -0.4% | +8.9% | +8.5% |
| 3M | +6.6% | +9.5% | -2.9% | +4.5% |
| 6M | +17.1% | +6.5% | +10.6% | +15.3% |
| YTD | +19.0% | +18.4% | +0.6% | +14.6% |
| 1Y | +21.8% | +4.2% | +17.6% | +20.0% |
| 3Y | +6.4% | +57.1% | -50.6% | -4.3% |
| 5Y | +5.1% | +70.4% | -65.3% | -8.3% |
| 10Y | +175.8% | +354.0% | -178.2% | +89.7% |
| All | +175.8% | +350.3% | -174.5% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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