+47.7%
KDP vs PEGA
-47.0%
+94.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +4.0% | -8.6% | +12.6% | +4.2% |
| 30D | +16.8% | -10.1% | +26.9% | +17.1% |
| 3M | +32.0% | -4.7% | +36.8% | +32.2% |
| 6M | +35.2% | -8.0% | +43.1% | +34.5% |
| YTD | +40.9% | -47.1% | +88.0% | +39.4% |
| 1Y | +47.7% | -47.5% | +95.1% | +46.2% |
| All | +47.7% | -47.0% | +94.7% | +46.2% |
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