+16.2%
KDP vs EXPE
+46.0%
-29.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +9.7% | -6.1% | +15.8% | +10.1% |
| 3M | +17.6% | -21.3% | +38.9% | +19.2% |
| 6M | +25.8% | +19.0% | +6.8% | +24.6% |
| YTD | +33.9% | -8.4% | +42.3% | +34.0% |
| 1Y | +38.9% | -2.8% | +41.7% | +38.4% |
| 3Y | +26.8% | +120.8% | -94.0% | +17.0% |
| All | +16.2% | +46.0% | -29.8% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling