+239.3%
KDP vs EXEL
+445.6%
-206.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.6% |
| 7D | +0.3% | +2.3% | -2.0% | +0.1% |
| 30D | +16.3% | +19.8% | -3.5% | +14.6% |
| 3M | +24.0% | +32.7% | -8.7% | +21.2% |
| 6M | +30.0% | +49.0% | -19.0% | +25.8% |
| YTD | +36.1% | +63.7% | -27.6% | +30.4% |
| 1Y | +46.8% | +75.8% | -29.0% | +39.9% |
| 3Y | +30.5% | +241.3% | -210.8% | +16.1% |
| 5Y | +17.9% | +289.0% | -271.1% | +2.9% |
| 10Y | +239.3% | +377.6% | -138.4% | +200.9% |
| All | +239.3% | +445.6% | -206.3% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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