+6.8%
KDP vs GPC
+30.9%
-24.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +1.3% | +1.2% | +0.1% | +1.0% |
| 30D | +6.0% | +6.0% | 0.0% | +4.7% |
| 3M | +9.2% | +42.6% | -33.4% | +1.0% |
| 6M | +14.7% | +22.8% | -8.1% | +9.3% |
| YTD | +19.2% | +15.5% | +3.7% | +14.6% |
| 1Y | +15.2% | +2.0% | +13.1% | +13.8% |
| 3Y | +6.0% | -1.4% | +7.4% | +3.6% |
| All | +6.8% | +30.9% | -24.1% | -6.9% |
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