+1,098.4%
KDP vs PGR
+1,937.9%
-839.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.6% | -2.7% | +1.1% | -0.8% |
| 30D | +9.5% | +0.7% | +8.8% | +9.2% |
| 3M | +2.6% | +7.7% | -5.1% | +0.2% |
| 6M | +15.6% | +4.3% | +11.3% | +13.6% |
| YTD | +17.3% | +0.7% | +16.6% | +16.3% |
| 1Y | +20.1% | -5.7% | +25.8% | +20.9% |
| 3Y | +4.9% | +73.7% | -68.7% | -12.3% |
| 5Y | +5.0% | +158.4% | -153.4% | -23.6% |
| 10Y | +179.8% | +810.5% | -630.7% | +30.0% |
| All | +1,098.4% | +1,937.9% | -839.5% | +285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling