+16.7%
KDP vs PCOR
-10.0%
+26.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +19.7% | -13.8% | +5.1% |
| 7D | +5.3% | +21.8% | -16.5% | +4.4% |
| 30D | +19.1% | +39.5% | -20.4% | +17.6% |
| 3M | +19.2% | +35.2% | -16.1% | +17.7% |
| 6M | +29.3% | +21.7% | +7.5% | +27.7% |
| YTD | +35.5% | +3.9% | +31.6% | +34.6% |
| 1Y | +43.5% | +6.9% | +36.5% | +42.3% |
| 3Y | +29.0% | +44.8% | -15.8% | +25.4% |
| 5Y | +16.2% | -21.9% | +38.1% | +11.9% |
| All | +16.7% | -10.0% | +26.7% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling