+1,117.5%
KDP vs EXPD
+387.3%
+730.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +1.3% | -1.1% | +2.4% | +1.6% |
| 30D | +6.0% | +4.1% | +1.9% | +4.9% |
| 3M | +9.2% | +17.9% | -8.7% | +4.5% |
| 6M | +14.7% | +29.2% | -14.5% | +6.9% |
| YTD | +19.2% | +27.4% | -8.2% | +10.7% |
| 1Y | +15.2% | +56.8% | -41.7% | +0.8% |
| 3Y | +6.0% | +68.0% | -62.1% | -10.5% |
| 5Y | +5.4% | +61.9% | -56.4% | -11.7% |
| 10Y | +171.9% | +316.0% | -144.1% | +67.1% |
| All | +1,117.5% | +387.3% | +730.2% | +474.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling