+1,117.5%
KDP vs PCAR
+580.4%
+537.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +6.0% | -6.2% | +12.2% | +7.7% |
| 3M | +9.2% | +5.9% | +3.3% | +7.3% |
| 6M | +14.7% | +0.4% | +14.3% | +14.0% |
| YTD | +19.2% | +14.8% | +4.4% | +14.2% |
| 1Y | +15.2% | +30.1% | -14.9% | +6.6% |
| 3Y | +6.0% | +66.7% | -60.7% | -10.0% |
| 5Y | +5.4% | +166.1% | -160.7% | -22.1% |
| 10Y | +171.9% | +353.7% | -181.8% | +67.4% |
| All | +1,117.5% | +580.4% | +537.1% | +453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling