+179.8%
KDP vs PEG
+139.0%
+40.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | +9.5% | -1.7% | +11.2% | +10.1% |
| 3M | +2.6% | -6.8% | +9.4% | +5.1% |
| 6M | +15.6% | -11.4% | +27.0% | +20.3% |
| YTD | +17.3% | -7.2% | +24.6% | +20.1% |
| 1Y | +20.1% | -6.1% | +26.2% | +22.2% |
| 3Y | +4.9% | +31.8% | -26.9% | -7.2% |
| 5Y | +5.0% | +35.6% | -30.6% | -8.9% |
| 10Y | +179.8% | +148.7% | +31.1% | +87.8% |
| All | +179.8% | +139.0% | +40.8% | +87.8% |
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