+22.6%
KDP vs EXC
+40.5%
-17.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +4.0% | -1.4% | +5.3% | +4.5% |
| 30D | +16.8% | +8.3% | +8.5% | +13.8% |
| 3M | +32.0% | +2.6% | +29.4% | +30.9% |
| 6M | +35.2% | +5.2% | +30.0% | +32.9% |
| YTD | +40.9% | +7.5% | +33.4% | +37.2% |
| 1Y | +47.7% | +3.2% | +44.5% | +45.7% |
| 3Y | +34.8% | +29.5% | +5.2% | +22.5% |
| 5Y | +22.6% | +39.7% | -17.0% | +3.0% |
| All | +22.6% | +40.5% | -17.8% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling