+6.8%
KDP vs PINS
-64.0%
+70.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +1.3% | -12.0% | +13.3% | +1.7% |
| 30D | +6.0% | -12.7% | +18.7% | +6.4% |
| 3M | +9.2% | -5.5% | +14.7% | +9.3% |
| 6M | +14.7% | +5.3% | +9.4% | +14.4% |
| YTD | +19.2% | -21.2% | +40.4% | +19.8% |
| 1Y | +15.2% | -45.0% | +60.2% | +16.9% |
| 3Y | +6.0% | -26.2% | +32.2% | +5.2% |
| All | +6.8% | -64.0% | +70.9% | +5.6% |
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