+239.3%
KDP vs EXPE
+119.8%
+119.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +0.3% | -13.3% | +13.6% | +1.5% |
| 30D | +16.3% | -5.5% | +21.8% | +16.8% |
| 3M | +24.0% | -16.5% | +40.4% | +25.7% |
| 6M | +30.0% | +13.1% | +16.9% | +28.3% |
| YTD | +36.1% | -8.0% | +44.1% | +35.9% |
| 1Y | +46.8% | +1.1% | +45.7% | +45.2% |
| 3Y | +30.5% | +131.2% | -100.7% | +16.4% |
| 5Y | +17.9% | +39.8% | -21.9% | +8.8% |
| 10Y | +239.3% | +118.5% | +120.8% | +156.8% |
| All | +239.3% | +119.8% | +119.4% | +156.8% |
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