+29.1%
KDP vs PEGA
+43.4%
-14.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.7% |
| 7D | +2.2% | -4.5% | +6.7% | +2.2% |
| 30D | +19.9% | -5.7% | +25.6% | +20.0% |
| 3M | +21.5% | +2.6% | +18.9% | +21.6% |
| 6M | +30.1% | -10.6% | +40.7% | +29.8% |
| YTD | +34.9% | -45.5% | +80.4% | +34.2% |
| 1Y | +43.4% | -44.8% | +88.2% | +42.5% |
| 3Y | +29.1% | +45.5% | -16.5% | +24.8% |
| All | +29.1% | +43.4% | -14.3% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling