+6.4%
KDP vs DVA
+88.7%
-82.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +2.1% | +2.2% | -0.2% | +1.9% |
| 30D | +8.5% | -2.0% | +10.5% | +8.7% |
| 3M | +6.6% | -6.3% | +12.9% | +7.1% |
| 6M | +17.1% | +19.4% | -2.4% | +14.6% |
| YTD | +19.0% | +58.5% | -39.4% | +12.6% |
| 1Y | +21.8% | +33.9% | -12.1% | +17.4% |
| 3Y | +6.4% | +88.4% | -82.0% | -6.2% |
| All | +6.4% | +88.7% | -82.2% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling