+6.8%
KDP vs PFG
+110.8%
-104.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.6% |
| 7D | +1.3% | +5.5% | -4.3% | +0.2% |
| 30D | +6.0% | +2.4% | +3.6% | +5.5% |
| 3M | +9.2% | +13.6% | -4.4% | +6.5% |
| 6M | +14.7% | +27.9% | -13.2% | +9.4% |
| YTD | +19.2% | +35.6% | -16.4% | +12.3% |
| 1Y | +15.2% | +48.5% | -33.3% | +6.5% |
| 3Y | +6.0% | +66.9% | -60.9% | -5.6% |
| All | +6.8% | +110.8% | -104.0% | -12.0% |
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