+169.5%
KDP vs PGR
+825.1%
-655.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | +6.2% | +4.9% | +1.2% | +5.2% |
| 3M | +1.2% | +7.6% | -6.4% | -0.4% |
| 6M | +15.3% | +8.3% | +7.1% | +13.1% |
| YTD | +14.8% | +1.7% | +13.1% | +13.9% |
| 1Y | +17.6% | -6.8% | +24.5% | +18.6% |
| 3Y | +2.1% | +73.4% | -71.3% | -9.4% |
| 5Y | +2.7% | +161.2% | -158.5% | -17.3% |
| All | +169.5% | +825.1% | -655.6% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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