+175.8%
KDP vs PFG
+239.4%
-63.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +2.1% | +6.0% | -3.9% | +1.0% |
| 30D | +8.5% | +2.2% | +6.2% | +8.0% |
| 3M | +6.6% | +10.4% | -3.8% | +4.6% |
| 6M | +17.1% | +27.8% | -10.7% | +11.8% |
| YTD | +19.0% | +33.6% | -14.6% | +12.6% |
| 1Y | +21.8% | +49.3% | -27.5% | +12.7% |
| 3Y | +6.4% | +69.7% | -63.3% | -4.8% |
| 5Y | +5.1% | +111.3% | -106.2% | -10.8% |
| 10Y | +175.8% | +240.3% | -64.4% | +91.2% |
| All | +175.8% | +239.4% | -63.6% | +91.2% |
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