+1,278.3%
KDP vs PEGA
+1,228.8%
+49.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.3% |
| 7D | +2.2% | -4.5% | +6.7% | +2.7% |
| 30D | +19.9% | -5.7% | +25.6% | +20.6% |
| 3M | +21.5% | +2.6% | +18.9% | +20.9% |
| 6M | +30.1% | -10.6% | +40.7% | +30.9% |
| YTD | +34.9% | -45.5% | +80.4% | +42.2% |
| 1Y | +43.4% | -44.8% | +88.2% | +50.7% |
| 3Y | +29.1% | +45.5% | -16.5% | +16.0% |
| 5Y | +15.0% | -45.3% | +60.3% | +14.6% |
| 10Y | +234.1% | +102.4% | +131.7% | +171.0% |
| All | +1,278.3% | +1,228.8% | +49.6% | +570.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling