+17.9%
KDP vs OMC
+53.7%
-35.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | +0.4% |
| 7D | +0.3% | +5.4% | -5.0% | -0.5% |
| 30D | +16.3% | +15.7% | +0.6% | +13.5% |
| 3M | +24.0% | +4.9% | +19.1% | +22.8% |
| 6M | +30.0% | +17.3% | +12.7% | +26.4% |
| YTD | +36.1% | +13.0% | +23.1% | +32.8% |
| 1Y | +46.8% | +24.1% | +22.7% | +40.8% |
| 3Y | +30.5% | +31.2% | -0.7% | +21.9% |
| 5Y | +17.9% | +53.4% | -35.5% | +0.6% |
| All | +17.9% | +53.7% | -35.8% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling