+6.8%
KDP vs PCOR
-43.0%
+49.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.7% |
| 7D | +1.3% | -9.0% | +10.2% | +1.6% |
| 30D | +6.0% | +4.2% | +1.8% | +5.8% |
| 3M | +9.2% | +14.4% | -5.2% | +8.5% |
| 6M | +14.7% | +0.2% | +14.5% | +14.3% |
| YTD | +19.2% | -20.3% | +39.4% | +19.7% |
| 1Y | +15.2% | -16.1% | +31.3% | +15.3% |
| 3Y | +6.0% | -14.7% | +20.7% | +5.1% |
| All | +6.8% | -43.0% | +49.9% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling