+20.1%
KDP vs DT
+1.4%
+18.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.4% |
| 7D | -1.6% | -0.5% | -1.0% | -1.6% |
| 30D | +9.5% | +0.1% | +9.4% | +9.4% |
| 3M | +2.6% | +24.1% | -21.5% | +4.0% |
| 6M | +15.6% | +30.1% | -14.5% | +18.5% |
| YTD | +17.3% | +16.8% | +0.6% | +20.5% |
| 1Y | +20.1% | -0.1% | +20.2% | +24.3% |
| All | +20.1% | +1.4% | +18.7% | +24.3% |
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 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