+16.2%
KDP vs EXPD
+60.9%
-44.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -0.8% | +5.5% | -6.3% | -1.4% |
| 30D | +9.7% | -0.8% | +10.5% | +9.7% |
| 3M | +17.6% | +4.1% | +13.5% | +16.9% |
| 6M | +25.8% | +25.7% | +0.1% | +22.1% |
| YTD | +33.9% | +31.4% | +2.5% | +28.6% |
| 1Y | +38.9% | +42.2% | -3.3% | +31.8% |
| 3Y | +26.8% | +77.2% | -50.4% | +14.6% |
| All | +16.2% | +60.9% | -44.6% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling