+266.4%
KDP vs EXPD
+337.7%
-71.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.2% |
| 7D | +4.0% | -1.6% | +5.5% | +4.2% |
| 30D | +16.8% | +0.6% | +16.2% | +16.5% |
| 3M | +32.0% | +9.8% | +22.2% | +29.5% |
| 6M | +35.2% | +25.8% | +9.4% | +29.1% |
| YTD | +40.9% | +31.3% | +9.6% | +32.6% |
| 1Y | +47.7% | +40.9% | +6.7% | +36.7% |
| 3Y | +34.8% | +74.7% | -39.9% | +17.4% |
| 5Y | +22.6% | +62.9% | -40.2% | +7.0% |
| 10Y | +266.4% | +334.3% | -67.9% | +167.1% |
| All | +266.4% | +337.7% | -71.3% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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