+1,267.4%
KDP vs KR
+641.5%
+626.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | -0.8% | +4.6% | -5.4% | -1.7% |
| 30D | +9.7% | +12.2% | -2.5% | +7.1% |
| 3M | +17.6% | +24.6% | -6.9% | +12.1% |
| 6M | +25.8% | +8.2% | +17.6% | +23.2% |
| YTD | +33.9% | +15.3% | +18.6% | +29.0% |
| 1Y | +38.9% | +9.8% | +29.1% | +35.1% |
| 3Y | +26.8% | +71.4% | -44.6% | +10.8% |
| 5Y | +16.3% | +85.1% | -68.7% | -1.4% |
| 10Y | +248.1% | +159.4% | +88.8% | +160.6% |
| All | +1,267.4% | +641.5% | +626.0% | +548.3% |
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