+170.1%
KDP vs PBR
+703.7%
-533.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.2% |
| 7D | -4.3% | +4.2% | -8.6% | -4.8% |
| 30D | +7.8% | +22.7% | -14.9% | +5.4% |
| 3M | -0.1% | +21.5% | -21.6% | -2.4% |
| 6M | +14.0% | +24.0% | -10.0% | +10.9% |
| YTD | +15.1% | +88.2% | -73.2% | +6.6% |
| 1Y | +18.5% | +74.8% | -56.3% | +10.6% |
| 3Y | +2.9% | +105.1% | -102.3% | -6.8% |
| 5Y | +3.0% | +572.2% | -569.3% | -21.8% |
| All | +170.1% | +703.7% | -533.6% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling