+22.6%
KDP vs DVA
+73.1%
-50.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.5% |
| 7D | +4.0% | -4.8% | +8.7% | +4.4% |
| 30D | +16.8% | +0.9% | +15.8% | +16.6% |
| 3M | +32.0% | +2.9% | +29.1% | +31.6% |
| 6M | +35.2% | -7.8% | +42.9% | +35.7% |
| YTD | +40.9% | +61.5% | -20.6% | +34.9% |
| 1Y | +47.7% | +50.1% | -2.4% | +42.1% |
| 3Y | +34.8% | +121.1% | -86.3% | +25.4% |
| 5Y | +22.6% | +72.9% | -50.3% | +15.5% |
| All | +22.6% | +73.1% | -50.5% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling