+1,117.5%
KDP vs PH
+1,523.1%
-405.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.3% | -3.1% | +4.3% | +2.0% |
| 30D | +6.0% | -3.2% | +9.2% | +6.6% |
| 3M | +9.2% | +10.6% | -1.4% | +6.2% |
| 6M | +14.7% | -2.1% | +16.8% | +14.5% |
| YTD | +19.2% | +10.2% | +9.0% | +15.5% |
| 1Y | +15.2% | +28.2% | -13.1% | +7.3% |
| 3Y | +6.0% | +134.9% | -128.9% | -17.5% |
| 5Y | +5.4% | +253.6% | -248.2% | -27.8% |
| 10Y | +171.9% | +804.7% | -632.9% | +31.8% |
| All | +1,117.5% | +1,523.1% | -405.6% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling