+239.3%
KDP vs EXC
+176.1%
+63.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +0.3% | -1.7% | +2.0% | +0.9% |
| 30D | +16.3% | +9.3% | +7.0% | +13.1% |
| 3M | +24.0% | +1.0% | +22.9% | +23.6% |
| 6M | +30.0% | +5.9% | +24.0% | +27.5% |
| YTD | +36.1% | +7.6% | +28.5% | +32.5% |
| 1Y | +46.8% | +2.4% | +44.4% | +45.2% |
| 3Y | +30.5% | +30.2% | +0.2% | +18.5% |
| 5Y | +17.9% | +41.4% | -23.5% | +3.3% |
| 10Y | +239.3% | +183.8% | +55.5% | +139.8% |
| All | +239.3% | +176.1% | +63.2% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling