+19.7%
KDP vs KEY
+14.6%
+5.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +8.2% | +0.5% | +7.7% | +8.1% |
| 30D | +18.4% | +6.9% | +11.5% | +17.6% |
| 3M | +29.2% | -5.0% | +34.2% | +29.8% |
| 6M | +32.3% | +0.7% | +31.5% | +32.1% |
| YTD | +38.5% | +6.5% | +32.0% | +37.5% |
| 1Y | +48.5% | +22.6% | +25.9% | +45.4% |
| 3Y | +32.5% | +125.3% | -92.9% | +19.6% |
| 5Y | +19.7% | +13.9% | +5.8% | +21.2% |
| All | +19.7% | +14.6% | +5.1% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling