+1,117.5%
KDP vs DRI
+1,062.0%
+55.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | +6.0% | +3.8% | +2.1% | +5.0% |
| 3M | +9.2% | +13.0% | -3.8% | +5.9% |
| 6M | +14.7% | +8.3% | +6.4% | +12.2% |
| YTD | +19.2% | +20.6% | -1.4% | +13.5% |
| 1Y | +15.2% | +6.5% | +8.7% | +12.6% |
| 3Y | +6.0% | +53.7% | -47.7% | -6.1% |
| 5Y | +5.4% | +72.7% | -67.3% | -10.6% |
| 10Y | +171.9% | +363.2% | -191.3% | +59.3% |
| All | +1,117.5% | +1,062.0% | +55.5% | +351.0% |
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