+13.4%
KDP vs PBR
+462.9%
-449.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.6% | -9.0% | -7.5% |
| 7D | -4.0% | -3.7% | -0.3% | -3.8% |
| 30D | +8.5% | -29.0% | +37.5% | +10.2% |
| 3M | +20.7% | +4.9% | +15.8% | +19.8% |
| 6M | +23.2% | -8.4% | +31.6% | +23.3% |
| YTD | +30.5% | +59.4% | -28.9% | +25.4% |
| 1Y | +35.9% | +45.5% | -9.6% | +31.4% |
| 3Y | +24.8% | +67.4% | -42.6% | +18.8% |
| 5Y | +13.4% | +453.0% | -439.6% | -7.8% |
| All | +13.4% | +462.9% | -449.5% | -7.8% |
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