+1,117.5%
KDP vs EXPE
+828.0%
+289.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +1.3% | -9.5% | +10.8% | +2.5% |
| 30D | +6.0% | -6.6% | +12.6% | +6.8% |
| 3M | +9.2% | +31.4% | -22.2% | +5.4% |
| 6M | +14.7% | +35.2% | -20.5% | +9.8% |
| YTD | +19.2% | +5.8% | +13.4% | +17.1% |
| 1Y | +15.2% | +38.7% | -23.5% | +8.7% |
| 3Y | +6.0% | +175.8% | -169.8% | -11.1% |
| 5Y | +5.4% | +111.8% | -106.4% | -11.1% |
| 10Y | +171.9% | +179.7% | -7.8% | +103.1% |
| All | +1,117.5% | +828.0% | +289.5% | +436.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling