+239.3%
KDP vs EXPD
+334.2%
-94.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.4% |
| 7D | +0.3% | -5.5% | +5.8% | +1.2% |
| 30D | +16.3% | -1.9% | +18.2% | +16.6% |
| 3M | +24.0% | +6.1% | +17.9% | +22.4% |
| 6M | +30.0% | +21.6% | +8.4% | +25.0% |
| YTD | +36.1% | +27.9% | +8.2% | +28.7% |
| 1Y | +46.8% | +39.4% | +7.4% | +36.2% |
| 3Y | +30.5% | +72.7% | -42.2% | +13.8% |
| 5Y | +17.9% | +60.3% | -42.4% | +3.2% |
| 10Y | +239.3% | +332.6% | -93.3% | +147.3% |
| All | +239.3% | +334.2% | -94.9% | +147.3% |
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