+37.7%
KDP vs DT
+103.5%
-65.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +1.3% | -3.3% | +4.6% | +1.6% |
| 30D | +6.0% | +2.0% | +3.9% | +5.7% |
| 3M | +9.2% | +20.0% | -10.8% | +6.8% |
| 6M | +14.7% | +39.3% | -24.6% | +9.7% |
| YTD | +19.2% | +19.8% | -0.6% | +15.9% |
| 1Y | +15.2% | +4.3% | +10.9% | +13.8% |
| 3Y | +6.0% | +7.7% | -1.7% | +3.0% |
| 5Y | +5.4% | -26.8% | +32.3% | +6.1% |
| All | +37.7% | +103.5% | -65.9% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling