+45.9%
KDP vs PEGA
-47.6%
+93.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +1.0% |
| 7D | +0.3% | -10.0% | +10.3% | +0.6% |
| 30D | +16.3% | -12.7% | +29.0% | +16.7% |
| 3M | +24.0% | -4.6% | +28.6% | +24.2% |
| 6M | +30.0% | -13.1% | +43.1% | +29.0% |
| YTD | +36.1% | -47.6% | +83.7% | +35.0% |
| All | +45.9% | -47.6% | +93.5% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling