+247.9%
KDP vs KEY
+96.4%
+151.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -0.8% | +2.9% | -3.7% | -1.2% |
| 30D | +9.7% | +8.4% | +1.3% | +8.5% |
| 3M | +17.6% | -5.8% | +23.4% | +18.5% |
| 6M | +25.8% | +5.4% | +20.3% | +24.8% |
| YTD | +33.9% | +7.1% | +26.8% | +32.3% |
| 1Y | +38.9% | +26.8% | +12.1% | +34.0% |
| 3Y | +26.8% | +128.7% | -101.9% | +9.8% |
| 5Y | +16.3% | +13.6% | +2.7% | +10.2% |
| All | +247.9% | +96.4% | +151.5% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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