+15.8%
KDP vs PCAR
+108.5%
-92.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.6% |
| 7D | +4.5% | +2.2% | +2.3% | +4.1% |
| 30D | +18.5% | -4.4% | +22.9% | +19.6% |
| 3M | +20.8% | -21.4% | +42.3% | +26.5% |
| 6M | +29.4% | -7.3% | +36.7% | +31.0% |
| YTD | +35.9% | -3.8% | +39.7% | +36.0% |
| 1Y | +42.5% | +6.3% | +36.2% | +39.5% |
| 3Y | +29.4% | +34.4% | -5.0% | +15.3% |
| 5Y | +15.8% | +109.2% | -93.4% | -13.2% |
| All | +15.8% | +108.5% | -92.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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