+30.5%
KDP vs KEY
+118.7%
-88.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | +0.7% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +16.3% | +7.2% | +9.1% | +15.9% |
| 3M | +24.0% | -4.9% | +28.9% | +24.2% |
| 6M | +30.0% | +1.1% | +28.9% | +30.0% |
| YTD | +36.1% | +6.8% | +29.3% | +35.6% |
| 1Y | +46.8% | +23.3% | +23.5% | +45.2% |
| 3Y | +30.5% | +126.1% | -95.6% | +21.3% |
| All | +30.5% | +118.7% | -88.2% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling