+47.7%
KDP vs EXPE
-2.3%
+50.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.6% |
| 7D | +4.0% | -17.8% | +21.7% | +5.3% |
| 30D | +16.8% | -3.2% | +20.0% | +17.3% |
| 3M | +32.0% | -19.0% | +51.0% | +33.2% |
| 6M | +35.2% | +17.7% | +17.4% | +37.4% |
| YTD | +40.9% | -7.8% | +48.7% | +40.5% |
| 1Y | +47.7% | -1.4% | +49.0% | +46.7% |
| All | +47.7% | -2.3% | +50.0% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling