+22.4%
KDP vs OSCR
-8.3%
+30.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.2% |
| 7D | +2.1% | +10.7% | -8.6% | +1.8% |
| 30D | +8.5% | +18.3% | -9.9% | +8.1% |
| 3M | +6.6% | +20.5% | -13.9% | +6.1% |
| 6M | +17.1% | +138.5% | -121.4% | +14.8% |
| YTD | +19.0% | +129.7% | -110.7% | +16.8% |
| 1Y | +21.8% | +62.8% | -41.0% | +20.1% |
| 3Y | +6.4% | +411.8% | -405.3% | +0.5% |
| 5Y | +5.1% | +99.9% | -94.8% | -0.9% |
| All | +22.4% | -8.3% | +30.7% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling