+1,232.8%
KDP vs DVA
+572.5%
+660.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.1% | -2.3% | -6.5% |
| 7D | -4.0% | -10.7% | +6.7% | -2.1% |
| 30D | +8.5% | -4.4% | +12.8% | +9.2% |
| 3M | +20.7% | -4.1% | +24.8% | +21.5% |
| 6M | +23.2% | -13.2% | +36.4% | +25.5% |
| YTD | +30.5% | +53.2% | -22.7% | +19.1% |
| 1Y | +35.9% | +40.8% | -5.0% | +25.9% |
| 3Y | +24.8% | +109.7% | -84.9% | +5.2% |
| 5Y | +13.4% | +64.5% | -51.1% | -3.2% |
| 10Y | +239.3% | +192.4% | +46.9% | +133.0% |
| All | +1,232.8% | +572.5% | +660.3% | +482.5% |
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