+1,288.1%
KDP vs KEY
+49.7%
+1,238.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | +4.5% | -2.5% | +7.0% | +4.9% |
| 30D | +18.5% | +4.1% | +14.4% | +17.9% |
| 3M | +20.8% | -8.4% | +29.2% | +22.2% |
| 6M | +29.4% | -2.3% | +31.7% | +29.7% |
| YTD | +35.9% | +4.6% | +31.3% | +34.8% |
| 1Y | +42.5% | +24.6% | +17.9% | +38.0% |
| 3Y | +29.4% | +112.8% | -83.4% | +14.9% |
| 5Y | +15.8% | +12.9% | +2.9% | +9.3% |
| 10Y | +236.5% | +126.7% | +109.8% | +174.1% |
| All | +1,288.1% | +49.7% | +1,238.4% | +940.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling