+6.8%
KDP vs EXEL
+199.5%
-192.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.3% | +8.4% | -7.1% | +0.7% |
| 30D | +6.0% | +4.1% | +1.9% | +5.6% |
| 3M | +9.2% | +12.4% | -3.2% | +8.1% |
| 6M | +14.7% | +41.5% | -26.9% | +11.4% |
| YTD | +19.2% | +34.6% | -15.4% | +16.1% |
| 1Y | +15.2% | +57.9% | -42.7% | +10.6% |
| 3Y | +6.0% | +159.5% | -153.5% | -5.1% |
| All | +6.8% | +199.5% | -192.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling