+247.9%
KDP vs EXPD
+335.0%
-87.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -0.8% | +5.5% | -6.3% | -1.8% |
| 30D | +9.7% | -0.8% | +10.5% | +9.7% |
| 3M | +17.6% | +4.1% | +13.5% | +16.5% |
| 6M | +25.8% | +25.7% | +0.1% | +20.1% |
| YTD | +33.9% | +31.4% | +2.5% | +25.9% |
| 1Y | +38.9% | +42.2% | -3.3% | +28.4% |
| 3Y | +26.8% | +77.2% | -50.4% | +10.0% |
| 5Y | +16.3% | +61.0% | -44.7% | +1.9% |
| All | +247.9% | +335.0% | -87.1% | +151.3% |
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