+1,117.5%
KDP vs DVA
+610.8%
+506.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +1.3% | +1.8% | -0.6% | +1.0% |
| 30D | +6.0% | -2.5% | +8.5% | +6.4% |
| 3M | +9.2% | -4.3% | +13.4% | +9.6% |
| 6M | +14.7% | +18.9% | -4.2% | +10.2% |
| YTD | +19.2% | +61.9% | -42.8% | +7.9% |
| 1Y | +15.2% | +35.7% | -20.6% | +7.4% |
| 3Y | +6.0% | +78.6% | -72.7% | -8.2% |
| 5Y | +5.4% | +39.2% | -33.8% | -6.3% |
| 10Y | +171.9% | +184.0% | -12.2% | +90.0% |
| All | +1,117.5% | +610.8% | +506.7% | +427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling