+1,117.5%
KDP vs DTE
+660.0%
+457.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +6.0% | -2.6% | +8.5% | +7.2% |
| 3M | +9.2% | -3.9% | +13.1% | +11.2% |
| 6M | +14.7% | -7.9% | +22.6% | +19.0% |
| YTD | +19.2% | +7.2% | +12.0% | +15.1% |
| 1Y | +15.2% | +3.1% | +12.1% | +13.1% |
| 3Y | +6.0% | +47.6% | -41.6% | -12.9% |
| 5Y | +5.4% | +32.7% | -27.3% | -9.9% |
| 10Y | +171.9% | +138.8% | +33.1% | +64.7% |
| All | +1,117.5% | +660.0% | +457.5% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling