+179.8%
KDP vs DVA
+186.3%
-6.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.6% |
| 7D | -1.6% | +2.0% | -3.6% | -1.8% |
| 30D | +9.5% | -0.4% | +9.9% | +9.5% |
| 3M | +2.6% | -7.7% | +10.3% | +3.2% |
| 6M | +15.6% | +20.0% | -4.3% | +13.1% |
| YTD | +17.3% | +61.1% | -43.8% | +11.2% |
| 1Y | +20.1% | +33.9% | -13.8% | +15.8% |
| 3Y | +4.9% | +91.5% | -86.6% | -3.4% |
| 5Y | +5.0% | +41.8% | -36.8% | -1.4% |
| 10Y | +179.8% | +187.5% | -7.8% | +143.3% |
| All | +179.8% | +186.3% | -6.5% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling