+174.5%
KDP vs EXPE
+176.0%
-1.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +1.3% | -9.5% | +10.8% | +2.2% |
| 30D | +6.0% | -6.6% | +12.6% | +6.6% |
| 3M | +9.2% | +31.4% | -22.2% | +6.6% |
| 6M | +14.7% | +35.2% | -20.5% | +11.2% |
| YTD | +19.2% | +5.8% | +13.4% | +17.8% |
| 1Y | +15.2% | +38.7% | -23.5% | +10.5% |
| 3Y | +6.0% | +175.8% | -169.8% | -7.1% |
| 5Y | +5.4% | +111.8% | -106.4% | -7.2% |
| All | +174.5% | +176.0% | -1.5% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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