+33.7%
KDP vs EXE
+155.8%
-122.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | +0.3% | -3.9% | +4.2% | +0.5% |
| 30D | +16.3% | -2.6% | +18.9% | +16.4% |
| 3M | +24.0% | -6.9% | +30.8% | +24.3% |
| 6M | +30.0% | -9.3% | +39.3% | +30.4% |
| YTD | +36.1% | -20.7% | +56.8% | +37.3% |
| 1Y | +46.8% | -21.8% | +68.7% | +48.2% |
| 3Y | +30.5% | +16.2% | +14.3% | +28.3% |
| 5Y | +17.9% | +61.1% | -43.2% | +14.2% |
| All | +33.7% | +155.8% | -122.1% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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