+5.0%
KDP vs PBR
+566.8%
-561.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +9.5% | +17.5% | -8.0% | +8.5% |
| 3M | +2.6% | +20.9% | -18.3% | +1.4% |
| 6M | +15.6% | +20.2% | -4.6% | +14.1% |
| YTD | +17.3% | +84.3% | -67.0% | +12.5% |
| 1Y | +20.1% | +77.1% | -57.0% | +15.4% |
| 3Y | +4.9% | +100.8% | -95.9% | -0.6% |
| 5Y | +5.0% | +556.1% | -551.1% | -10.1% |
| All | +5.0% | +566.8% | -561.8% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling