+35.9%
KDP vs DT
-4.5%
+40.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.5% | -8.9% | -7.4% |
| 7D | -4.0% | +2.7% | -6.7% | -4.0% |
| 30D | +8.5% | -30.4% | +38.8% | +7.5% |
| 3M | +20.7% | -9.4% | +30.1% | +21.3% |
| 6M | +23.2% | +14.5% | +8.7% | +26.2% |
| YTD | +30.5% | +3.6% | +26.9% | +35.4% |
| 1Y | +35.9% | -3.4% | +39.3% | +42.6% |
| All | +35.9% | -4.5% | +40.4% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling