+32.5%
KDP vs GPC
+1.3%
+31.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +8.2% | +0.4% | +7.8% | +8.1% |
| 30D | +18.4% | -1.8% | +20.2% | +18.7% |
| 3M | +29.2% | -6.6% | +35.8% | +30.7% |
| 6M | +32.3% | +21.3% | +10.9% | +27.9% |
| YTD | +38.5% | +4.3% | +34.2% | +36.7% |
| 1Y | +48.5% | +3.3% | +45.2% | +46.9% |
| 3Y | +32.5% | +0.8% | +31.7% | +25.3% |
| All | +32.5% | +1.3% | +31.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling