+2.4%
KDP vs OSCR
+398.9%
-396.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.0% |
| 7D | -4.3% | +1.1% | -5.4% | -4.3% |
| 30D | +7.8% | +16.5% | -8.7% | +7.4% |
| 3M | -0.1% | +17.0% | -17.0% | -0.4% |
| 6M | +14.0% | +145.0% | -131.0% | +12.0% |
| YTD | +15.1% | +126.7% | -111.7% | +13.1% |
| 1Y | +18.5% | +67.2% | -48.7% | +17.1% |
| All | +2.4% | +398.9% | -396.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 3y: compounded portfolio wealth divided by compounded OSCR 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…
3y analysis · Full analysis span regression · 6 months rolling