+5.0%
KDP vs DTE
+31.9%
-26.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +9.5% | -0.5% | +10.0% | +9.7% |
| 3M | +2.6% | -6.0% | +8.7% | +5.4% |
| 6M | +15.6% | -7.2% | +22.8% | +19.3% |
| YTD | +17.3% | +7.2% | +10.2% | +13.8% |
| 1Y | +20.1% | +4.1% | +16.0% | +17.7% |
| 3Y | +4.9% | +46.9% | -42.0% | -12.5% |
| 5Y | +5.0% | +32.9% | -27.9% | -9.9% |
| All | +5.0% | +31.9% | -26.9% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling