+266.4%
KDP vs PEGA
+94.5%
+172.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +4.0% | -8.6% | +12.6% | +4.8% |
| 30D | +16.8% | -10.1% | +26.9% | +17.8% |
| 3M | +32.0% | -4.7% | +36.8% | +32.4% |
| 6M | +35.2% | -8.0% | +43.1% | +35.5% |
| YTD | +40.9% | -47.1% | +88.0% | +47.6% |
| 1Y | +47.7% | -47.5% | +95.1% | +54.6% |
| 3Y | +34.8% | +40.2% | -5.5% | +21.2% |
| 5Y | +22.6% | -45.7% | +68.4% | +27.5% |
| 10Y | +266.4% | +85.1% | +181.4% | +210.7% |
| All | +266.4% | +94.5% | +172.0% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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