+50.7%
KDP vs DT
+76.1%
-25.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.5% | -8.9% | -7.6% |
| 7D | -4.0% | +2.7% | -6.7% | -4.3% |
| 30D | +8.5% | -30.4% | +38.8% | +12.5% |
| 3M | +20.7% | -9.4% | +30.1% | +21.7% |
| 6M | +23.2% | +14.5% | +8.7% | +20.5% |
| YTD | +30.5% | +3.6% | +26.9% | +28.6% |
| 1Y | +35.9% | -3.4% | +39.3% | +35.0% |
| 3Y | +24.8% | -11.1% | +35.9% | +23.8% |
| 5Y | +13.4% | -39.5% | +52.9% | +17.0% |
| All | +50.7% | +76.1% | -25.4% | +13.3% |
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