+29.1%
KDP vs EXEL
+231.1%
-202.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +19.9% | +19.0% | +0.9% | +18.9% |
| 3M | +21.5% | +33.3% | -11.8% | +19.7% |
| 6M | +30.1% | +42.9% | -12.7% | +27.8% |
| YTD | +34.9% | +58.7% | -23.8% | +31.7% |
| 1Y | +43.4% | +70.5% | -27.1% | +39.4% |
| 3Y | +29.1% | +233.8% | -204.7% | +18.3% |
| All | +29.1% | +231.1% | -202.0% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling