+32.6%
KDP vs EXE
+151.8%
-119.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | +2.2% | -6.6% | +8.8% | +2.5% |
| 30D | +19.9% | -4.0% | +23.9% | +20.1% |
| 3M | +21.5% | -7.5% | +28.9% | +21.8% |
| 6M | +30.1% | -11.7% | +41.8% | +30.7% |
| YTD | +34.9% | -22.0% | +56.9% | +36.3% |
| 1Y | +43.4% | -21.8% | +65.2% | +44.7% |
| 3Y | +29.1% | +8.0% | +21.1% | +27.4% |
| 5Y | +15.0% | +62.3% | -47.3% | +11.5% |
| All | +32.6% | +151.8% | -119.2% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling