+17.0%
KDP vs GPC
+3.6%
+13.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +2.2% | +1.6% | +0.6% | +1.9% |
| 30D | +19.9% | -2.1% | +22.0% | +20.5% |
| 3M | +21.5% | -6.8% | +28.3% | +23.3% |
| 6M | +30.1% | +18.6% | +11.5% | +25.1% |
| YTD | +34.9% | +2.7% | +32.3% | +33.1% |
| 1Y | +43.4% | +1.8% | +41.6% | +41.6% |
| 3Y | +29.1% | +1.1% | +28.0% | +24.2% |
| All | +17.0% | +3.6% | +13.4% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling