+1,278.3%
KDP vs DRI
+1,122.6%
+155.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.2% | +2.8% | -0.6% | +1.6% |
| 30D | +19.9% | +13.3% | +6.7% | +16.6% |
| 3M | +21.5% | +8.2% | +13.3% | +19.1% |
| 6M | +30.1% | +17.5% | +12.6% | +25.0% |
| YTD | +34.9% | +26.9% | +8.0% | +27.0% |
| 1Y | +43.4% | +31.6% | +11.8% | +33.6% |
| 3Y | +29.1% | +67.0% | -37.9% | +12.2% |
| 5Y | +15.0% | +72.9% | -57.9% | -2.3% |
| 10Y | +234.1% | +371.3% | -137.2% | +95.3% |
| All | +1,278.3% | +1,122.6% | +155.7% | +404.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling