+30.0%
KDP vs PCOR
+44.3%
-14.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.5% | +23.7% | -19.2% | +3.6% |
| 30D | +18.5% | +39.0% | -20.5% | +17.2% |
| 3M | +20.8% | +35.8% | -14.9% | +19.6% |
| 6M | +29.4% | +38.2% | -8.8% | +27.4% |
| YTD | +35.9% | +3.9% | +32.0% | +34.9% |
| 1Y | +42.5% | +5.7% | +36.8% | +41.2% |
| All | +30.0% | +44.3% | -14.3% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling