+37.5%
KDP vs DT
+97.2%
-59.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.2% |
| 7D | +2.1% | -4.9% | +6.9% | +2.6% |
| 30D | +8.5% | +2.7% | +5.8% | +8.1% |
| 3M | +6.6% | +20.0% | -13.4% | +4.2% |
| 6M | +17.1% | +28.0% | -11.0% | +13.1% |
| YTD | +19.0% | +16.0% | +3.0% | +16.1% |
| 1Y | +21.8% | +0.7% | +21.1% | +20.8% |
| 3Y | +6.4% | +6.2% | +0.3% | +3.5% |
| 5Y | +5.1% | -28.1% | +33.3% | +5.9% |
| All | +37.5% | +97.2% | -59.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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