+6.8%
KDP vs GSK
+48.0%
-41.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +1.3% | -1.8% | +3.1% | +1.6% |
| 30D | +6.0% | -2.2% | +8.2% | +6.3% |
| 3M | +9.2% | -1.8% | +11.0% | +9.4% |
| 6M | +14.7% | -10.6% | +25.3% | +16.6% |
| YTD | +19.2% | +4.4% | +14.8% | +17.8% |
| 1Y | +15.2% | +30.4% | -15.2% | +9.4% |
| 3Y | +6.0% | +60.1% | -54.1% | -3.9% |
| All | +6.8% | +48.0% | -41.2% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling