+15.8%
KDP vs EXPD
+52.5%
-36.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.7% | +0.8% |
| 7D | +4.5% | -4.8% | +9.3% | +5.0% |
| 30D | +18.5% | -1.5% | +20.0% | +18.6% |
| 3M | +20.8% | +4.1% | +16.7% | +20.0% |
| 6M | +29.4% | +24.0% | +5.4% | +25.8% |
| YTD | +35.9% | +27.4% | +8.5% | +31.1% |
| 1Y | +42.5% | +38.4% | +4.1% | +35.6% |
| 3Y | +29.4% | +73.2% | -43.8% | +17.2% |
| 5Y | +15.8% | +59.9% | -44.1% | +5.0% |
| All | +15.8% | +52.5% | -36.7% | +5.0% |
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