+239.3%
KDP vs GSK
+101.6%
+137.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | +0.3% | +4.9% | -4.6% | -0.8% |
| 30D | +16.3% | +10.8% | +5.5% | +13.5% |
| 3M | +24.0% | -1.8% | +25.8% | +24.3% |
| 6M | +30.0% | +4.1% | +25.9% | +28.4% |
| YTD | +36.1% | +7.9% | +28.2% | +32.6% |
| 1Y | +46.8% | +14.4% | +32.4% | +41.0% |
| 3Y | +30.5% | +68.1% | -37.6% | +11.2% |
| 5Y | +17.9% | +47.7% | -29.8% | +2.9% |
| 10Y | +239.3% | +100.5% | +138.8% | +175.8% |
| All | +239.3% | +101.6% | +137.7% | +175.8% |
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