+1,117.5%
KDP vs EXC
+47.0%
+1,070.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +6.0% | -3.7% | +9.7% | +7.3% |
| 3M | +9.2% | -1.3% | +10.5% | +9.6% |
| 6M | +14.7% | -9.7% | +24.4% | +18.4% |
| YTD | +19.2% | +2.9% | +16.3% | +17.7% |
| 1Y | +15.2% | +4.4% | +10.8% | +13.0% |
| 3Y | +6.0% | +22.2% | -16.2% | -2.2% |
| 5Y | +5.4% | +46.7% | -41.3% | -9.3% |
| 10Y | +171.9% | +155.3% | +16.5% | +87.7% |
| All | +1,117.5% | +47.0% | +1,070.5% | +817.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling