+175.8%
KDP vs O
+50.0%
+125.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.1% | -0.6% | +2.6% | +2.3% |
| 30D | +8.5% | -2.0% | +10.4% | +9.2% |
| 3M | +6.6% | +3.0% | +3.6% | +5.6% |
| 6M | +17.1% | -3.6% | +20.7% | +18.5% |
| YTD | +19.0% | +12.1% | +7.0% | +14.5% |
| 1Y | +21.8% | +8.9% | +12.9% | +18.2% |
| 3Y | +6.4% | +30.3% | -23.9% | -3.3% |
| 5Y | +5.1% | +13.7% | -8.6% | -0.9% |
| 10Y | +175.8% | +50.3% | +125.6% | +143.2% |
| All | +175.8% | +50.0% | +125.8% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling