+15.8%
KDP vs PCOR
-22.6%
+38.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.5% | +23.7% | -19.2% | +3.5% |
| 30D | +18.5% | +39.0% | -20.5% | +16.9% |
| 3M | +20.8% | +35.8% | -14.9% | +19.2% |
| 6M | +29.4% | +38.2% | -8.8% | +27.3% |
| YTD | +35.9% | +3.9% | +32.0% | +34.9% |
| 1Y | +42.5% | +5.7% | +36.8% | +41.3% |
| 3Y | +29.4% | +44.8% | -15.4% | +25.3% |
| 5Y | +15.8% | -19.8% | +35.6% | +11.7% |
| All | +15.8% | -22.6% | +38.4% | +11.7% |
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