+17.0%
KDP vs EXPD
+55.6%
-38.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +2.2% | -7.2% | +9.4% | +3.0% |
| 30D | +19.9% | -3.3% | +23.2% | +20.3% |
| 3M | +21.5% | +3.4% | +18.1% | +20.8% |
| 6M | +30.1% | +22.7% | +7.4% | +26.6% |
| YTD | +34.9% | +24.5% | +10.4% | +30.5% |
| 1Y | +43.4% | +38.6% | +4.7% | +36.3% |
| 3Y | +29.1% | +71.5% | -42.4% | +16.9% |
| All | +17.0% | +55.6% | -38.6% | +6.6% |
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