+47.7%
KDP vs OMC
+26.4%
+21.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +4.0% | +1.6% | +2.4% | +3.7% |
| 30D | +16.8% | +15.3% | +1.5% | +14.4% |
| 3M | +32.0% | +4.5% | +27.6% | +30.5% |
| 6M | +35.2% | +20.8% | +14.4% | +32.3% |
| YTD | +40.9% | +13.5% | +27.4% | +39.5% |
| 1Y | +47.7% | +25.2% | +22.4% | +43.9% |
| All | +47.7% | +26.4% | +21.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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