+47.7%
KDP vs DRI
+36.0%
+11.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | +16.8% | +14.7% | +2.1% | +13.9% |
| 3M | +32.0% | +5.4% | +26.6% | +30.3% |
| 6M | +35.2% | +18.8% | +16.3% | +30.2% |
| YTD | +40.9% | +28.4% | +12.5% | +36.3% |
| 1Y | +47.7% | +37.7% | +10.0% | +42.4% |
| All | +47.7% | +36.0% | +11.6% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling