+1,278.3%
KDP vs GPC
+396.1%
+882.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +2.2% | +1.6% | +0.6% | +1.8% |
| 30D | +19.9% | -2.1% | +22.0% | +20.6% |
| 3M | +21.5% | -6.8% | +28.3% | +24.0% |
| 6M | +30.1% | +18.6% | +11.5% | +22.9% |
| YTD | +34.9% | +2.7% | +32.3% | +32.0% |
| 1Y | +43.4% | +1.8% | +41.6% | +40.6% |
| 3Y | +29.1% | +1.1% | +28.0% | +23.4% |
| 5Y | +15.0% | +4.1% | +10.9% | +7.1% |
| 10Y | +234.1% | +88.2% | +145.8% | +135.9% |
| All | +1,278.3% | +396.1% | +882.3% | +440.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling