+6.8%
KDP vs EXPE
+111.8%
-104.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | +1.3% | -9.5% | +10.8% | +1.8% |
| 30D | +6.0% | -6.6% | +12.6% | +6.4% |
| 3M | +9.2% | +31.4% | -22.2% | +7.7% |
| 6M | +14.7% | +35.2% | -20.5% | +12.7% |
| YTD | +19.2% | +5.8% | +13.4% | +18.4% |
| 1Y | +15.2% | +38.7% | -23.5% | +12.2% |
| 3Y | +6.0% | +175.8% | -169.8% | -3.2% |
| All | +6.8% | +111.8% | -104.9% | +2.4% |
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