+45.9%
KDP vs O
+10.4%
+35.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.4% |
| 7D | +0.3% | +3.3% | -3.0% | -1.6% |
| 30D | +16.3% | +10.3% | +6.0% | +10.0% |
| 3M | +24.0% | -3.5% | +27.4% | +26.1% |
| 6M | +30.0% | -1.3% | +31.3% | +30.9% |
| YTD | +36.1% | +10.3% | +25.8% | +32.1% |
| All | +45.9% | +10.4% | +35.5% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling