+1.8%
KDP vs OSCR
+96.8%
-95.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -3.7% | +1.6% | -5.3% | -3.7% |
| 30D | +6.2% | +10.7% | -4.5% | +5.9% |
| 3M | +1.2% | +13.4% | -12.1% | +0.8% |
| 6M | +15.3% | +144.6% | -129.2% | +12.8% |
| YTD | +14.8% | +128.0% | -113.2% | +12.4% |
| 1Y | +17.6% | +68.7% | -51.1% | +15.7% |
| 3Y | +2.1% | +398.8% | -396.7% | -4.3% |
| All | +1.8% | +96.8% | -95.0% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling