+239.3%
KDP vs PFG
+203.0%
+36.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.1% |
| 7D | +0.3% | +2.3% | -2.0% | -0.1% |
| 30D | +16.3% | +7.6% | +8.7% | +14.8% |
| 3M | +24.0% | +2.5% | +21.5% | +23.3% |
| 6M | +30.0% | +16.6% | +13.4% | +26.2% |
| YTD | +36.1% | +34.1% | +2.0% | +28.6% |
| 1Y | +46.8% | +44.1% | +2.8% | +36.9% |
| 3Y | +30.5% | +86.3% | -55.8% | +14.7% |
| 5Y | +17.9% | +101.6% | -83.7% | +0.9% |
| 10Y | +239.3% | +197.9% | +41.4% | +159.7% |
| All | +239.3% | +203.0% | +36.3% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling