+1,117.5%
KDP vs OMC
+187.5%
+930.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.2% |
| 7D | +1.3% | -6.4% | +7.7% | +3.0% |
| 30D | +6.0% | +1.1% | +4.9% | +5.6% |
| 3M | +9.2% | +10.4% | -1.2% | +6.0% |
| 6M | +14.7% | -1.7% | +16.4% | +14.6% |
| YTD | +19.2% | +4.4% | +14.8% | +16.3% |
| 1Y | +15.2% | +8.4% | +6.7% | +10.7% |
| 3Y | +6.0% | +14.4% | -8.4% | -1.6% |
| 5Y | +5.4% | +33.9% | -28.4% | -9.2% |
| 10Y | +171.9% | +34.9% | +137.0% | +122.3% |
| All | +1,117.5% | +187.5% | +930.0% | +534.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling