+31.5%
KDP vs EXE
+165.2%
-133.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.6% |
| 7D | -0.8% | +5.3% | -6.1% | -1.0% |
| 30D | +9.7% | -2.2% | +11.9% | +9.8% |
| 3M | +17.6% | -5.9% | +23.5% | +17.9% |
| 6M | +25.8% | -5.7% | +31.5% | +26.0% |
| YTD | +33.9% | -17.8% | +51.7% | +34.9% |
| 1Y | +38.9% | -23.1% | +62.0% | +40.4% |
| 3Y | +26.8% | +21.2% | +5.6% | +24.5% |
| 5Y | +16.3% | +78.8% | -62.5% | +12.6% |
| All | +31.5% | +165.2% | -133.6% | +28.9% |
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