+17.0%
KDP vs PINS
-58.9%
+75.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.6% |
| 7D | +2.2% | -2.1% | +4.3% | +2.3% |
| 30D | +19.9% | -6.6% | +26.6% | +20.2% |
| 3M | +21.5% | -18.7% | +40.2% | +22.2% |
| 6M | +30.1% | -10.4% | +40.5% | +30.4% |
| YTD | +34.9% | -26.8% | +61.7% | +35.9% |
| 1Y | +43.4% | -27.9% | +71.2% | +44.4% |
| 3Y | +29.1% | -38.7% | +67.8% | +29.1% |
| All | +17.0% | -58.9% | +75.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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