+43.4%
KDP vs PEGA
-45.2%
+88.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.6% |
| 7D | +2.2% | -4.5% | +6.7% | +2.3% |
| 30D | +19.9% | -5.7% | +25.6% | +20.1% |
| 3M | +21.5% | +2.7% | +18.8% | +21.6% |
| 6M | +30.1% | -10.5% | +40.6% | +28.9% |
| YTD | +34.9% | -45.4% | +80.4% | +33.7% |
| 1Y | +43.4% | -44.7% | +88.1% | +41.9% |
| All | +43.4% | -45.2% | +88.6% | +41.9% |
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