+266.2%
KDP vs GSK
+103.7%
+162.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +4.0% | -1.1% | +5.0% | +4.2% |
| 30D | +16.8% | +7.8% | +9.0% | +14.7% |
| 3M | +32.0% | +0.3% | +31.7% | +31.7% |
| 6M | +35.2% | +3.4% | +31.7% | +33.7% |
| YTD | +40.9% | +5.9% | +35.0% | +37.9% |
| 1Y | +47.7% | +8.2% | +39.4% | +43.7% |
| 3Y | +34.8% | +65.3% | -30.5% | +15.4% |
| 5Y | +22.6% | +43.3% | -20.7% | +8.0% |
| All | +266.2% | +103.7% | +162.4% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling