+256.4%
KDP vs PEG
+159.1%
+97.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.9% |
| 7D | +8.2% | +2.6% | +5.6% | +7.3% |
| 30D | +18.4% | +3.3% | +15.0% | +17.1% |
| 3M | +29.2% | +1.1% | +28.2% | +28.7% |
| 6M | +32.3% | -1.4% | +33.7% | +32.7% |
| YTD | +38.5% | -4.6% | +43.1% | +40.3% |
| 1Y | +48.5% | -7.2% | +55.7% | +51.8% |
| 3Y | +32.5% | +33.7% | -1.3% | +16.8% |
| 5Y | +19.7% | +40.8% | -21.2% | +2.7% |
| 10Y | +256.4% | +162.8% | +93.6% | +138.8% |
| All | +256.4% | +159.1% | +97.3% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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