+26.8%
KDP vs PBR
+69.2%
-42.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.6% |
| 7D | -0.8% | -1.0% | +0.2% | -0.8% |
| 30D | +9.7% | -29.3% | +39.0% | +10.7% |
| 3M | +17.6% | +5.5% | +12.1% | +16.7% |
| 6M | +25.8% | -2.9% | +28.7% | +25.4% |
| YTD | +33.9% | +61.5% | -27.6% | +28.7% |
| 1Y | +38.9% | +46.9% | -8.0% | +34.3% |
| 3Y | +26.8% | +66.4% | -39.6% | +21.4% |
| All | +26.8% | +69.2% | -42.4% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling