+179.8%
KDP vs GSK
+80.2%
+99.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -1.6% | -3.6% | +2.0% | -0.7% |
| 30D | +9.5% | -5.9% | +15.4% | +11.0% |
| 3M | +2.6% | -4.3% | +6.9% | +3.5% |
| 6M | +15.6% | -10.8% | +26.4% | +18.4% |
| YTD | +17.3% | +1.8% | +15.5% | +16.1% |
| 1Y | +20.1% | +23.5% | -3.4% | +12.9% |
| 3Y | +4.9% | +49.5% | -44.6% | -7.6% |
| 5Y | +5.0% | +49.7% | -44.7% | -9.1% |
| 10Y | +179.8% | +81.9% | +97.8% | +133.3% |
| All | +179.8% | +80.2% | +99.6% | +133.3% |
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