+1,278.3%
KDP vs GSK
+183.7%
+1,094.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.2% | +1.7% | +0.5% | +1.7% |
| 30D | +19.9% | +7.0% | +12.9% | +17.4% |
| 3M | +21.5% | -2.7% | +24.1% | +22.2% |
| 6M | +30.1% | +1.4% | +28.7% | +29.0% |
| YTD | +34.9% | +5.3% | +29.6% | +31.5% |
| 1Y | +43.4% | +10.6% | +32.7% | +37.4% |
| 3Y | +29.1% | +62.6% | -33.5% | +6.3% |
| 5Y | +15.0% | +41.7% | -26.7% | -2.3% |
| 10Y | +234.1% | +104.7% | +129.3% | +140.5% |
| All | +1,278.3% | +183.7% | +1,094.6% | +663.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling