+1,117.5%
KDP vs EQT
+76.1%
+1,041.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | +6.0% | +7.7% | -1.7% | +5.2% |
| 3M | +9.2% | +0.2% | +9.0% | +9.1% |
| 6M | +14.7% | -9.5% | +24.2% | +15.6% |
| YTD | +19.2% | +3.8% | +15.4% | +18.4% |
| 1Y | +15.2% | +7.8% | +7.4% | +13.8% |
| 3Y | +6.0% | +30.1% | -24.2% | +1.4% |
| 5Y | +5.4% | +188.6% | -183.2% | -9.9% |
| 10Y | +171.9% | +54.6% | +117.3% | +140.4% |
| All | +1,117.5% | +76.1% | +1,041.4% | +726.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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