+26.8%
KDP vs GSK
+65.8%
-39.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +9.7% | +6.3% | +3.4% | +8.6% |
| 3M | +17.6% | +1.8% | +15.8% | +17.1% |
| 6M | +25.8% | +1.7% | +24.1% | +25.2% |
| YTD | +33.9% | +6.5% | +27.3% | +31.8% |
| 1Y | +38.9% | +9.5% | +29.4% | +36.1% |
| 3Y | +26.8% | +65.3% | -38.5% | +15.7% |
| All | +26.8% | +65.8% | -39.0% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling