+1,117.5%
KDP vs KR
+513.6%
+603.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | +1.5% | -0.2% | +1.0% |
| 30D | +6.0% | +4.1% | +1.9% | +5.1% |
| 3M | +9.2% | -5.2% | +14.4% | +10.3% |
| 6M | +14.7% | -12.8% | +27.5% | +17.6% |
| YTD | +19.2% | -4.6% | +23.8% | +19.7% |
| 1Y | +15.2% | -11.7% | +26.8% | +17.5% |
| 3Y | +6.0% | +36.3% | -30.3% | -2.6% |
| 5Y | +5.4% | +40.0% | -34.6% | -5.2% |
| 10Y | +171.9% | +122.2% | +49.7% | +109.0% |
| All | +1,117.5% | +513.6% | +603.9% | +501.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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