+54.6%
KDP vs DT
+75.7%
-21.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -0.8% | +3.1% | -3.9% | -1.1% |
| 30D | +9.7% | -29.5% | +39.3% | +13.7% |
| 3M | +17.6% | -11.7% | +29.3% | +18.9% |
| 6M | +25.8% | +29.0% | -3.2% | +21.6% |
| YTD | +33.9% | +3.4% | +30.5% | +32.0% |
| 1Y | +38.9% | -4.2% | +43.1% | +38.2% |
| 3Y | +26.8% | -12.8% | +39.6% | +26.1% |
| 5Y | +16.3% | -39.6% | +55.9% | +20.0% |
| All | +54.6% | +75.7% | -21.1% | +16.3% |
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