+17.0%
KDP vs PH
+197.3%
-180.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.1% |
| 7D | +2.2% | +2.0% | +0.2% | +1.9% |
| 30D | +19.9% | -3.7% | +23.6% | +20.3% |
| 3M | +21.5% | -14.0% | +35.5% | +23.7% |
| 6M | +30.1% | +2.1% | +28.0% | +29.1% |
| YTD | +34.9% | +5.1% | +29.9% | +33.1% |
| 1Y | +43.4% | +10.9% | +32.4% | +40.2% |
| 3Y | +29.1% | +132.9% | -103.9% | +7.5% |
| All | +17.0% | +197.3% | -180.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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