+1,278.3%
KDP vs EXEL
+800.0%
+478.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.3% |
| 3M | +21.5% | +33.3% | -11.8% | +18.8% |
| 6M | +30.1% | +42.9% | -12.7% | +26.4% |
| YTD | +34.9% | +58.7% | -23.8% | +29.9% |
| 1Y | +43.4% | +70.5% | -27.1% | +37.2% |
| 3Y | +29.1% | +233.8% | -204.7% | +16.1% |
| 5Y | +15.0% | +259.3% | -244.4% | +2.1% |
| 10Y | +234.1% | +484.1% | -250.0% | +174.3% |
| All | +1,278.3% | +800.0% | +478.3% | +819.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling