+19.8%
KDP vs PL
+46.6%
-26.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.5% | -13.7% | +1.0% |
| 7D | +0.3% | +10.9% | -10.6% | +0.4% |
| 30D | +16.3% | -16.4% | +32.7% | +16.2% |
| 3M | +24.0% | -39.9% | +63.9% | +23.7% |
| 6M | +30.0% | -63.2% | +93.2% | +29.6% |
| YTD | +36.1% | -27.1% | +63.2% | +35.4% |
| 1Y | +46.8% | +12.2% | +34.7% | +45.8% |
| 3Y | +30.5% | +584.3% | -553.8% | +23.4% |
| 5Y | +17.9% | +37.0% | -19.1% | +16.2% |
| All | +19.8% | +46.6% | -26.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling