+17.2%
KDP vs PCOR
-9.0%
+26.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.8% |
| 7D | +0.3% | +22.2% | -21.9% | -0.5% |
| 30D | +16.3% | +36.0% | -19.7% | +14.9% |
| 3M | +24.0% | +34.0% | -10.0% | +22.5% |
| 6M | +30.0% | +43.5% | -13.5% | +27.9% |
| YTD | +36.1% | +5.1% | +31.0% | +35.1% |
| 1Y | +46.8% | -3.9% | +50.8% | +46.2% |
| 3Y | +30.5% | +52.9% | -22.5% | +26.5% |
| 5Y | +17.9% | -18.7% | +36.6% | +13.5% |
| All | +17.2% | -9.0% | +26.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling