+17.0%
KDP vs PFG
+91.4%
-74.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | +19.9% | +2.0% | +17.9% | +19.5% |
| 3M | +21.5% | -3.2% | +24.7% | +22.1% |
| 6M | +30.1% | +10.9% | +19.2% | +27.5% |
| YTD | +34.9% | +28.8% | +6.1% | +28.4% |
| 1Y | +43.4% | +39.2% | +4.2% | +34.5% |
| 3Y | +29.1% | +75.0% | -46.0% | +13.7% |
| All | +17.0% | +91.4% | -74.4% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling