+239.3%
KDP vs PEGA
+99.2%
+140.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +1.2% |
| 7D | +0.3% | -10.0% | +10.3% | +1.2% |
| 30D | +16.3% | -12.7% | +29.0% | +17.6% |
| 3M | +24.0% | -4.6% | +28.6% | +24.3% |
| 6M | +30.0% | -13.1% | +43.1% | +30.9% |
| YTD | +36.1% | -47.6% | +83.7% | +42.6% |
| 1Y | +46.8% | -47.0% | +93.8% | +53.6% |
| 3Y | +30.5% | +42.0% | -11.5% | +17.1% |
| 5Y | +17.9% | -47.8% | +65.7% | +23.5% |
| 10Y | +239.3% | +92.0% | +147.3% | +191.3% |
| All | +239.3% | +99.2% | +140.1% | +191.3% |
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