+17.8%
KDP vs PL
+40.9%
-23.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | -0.8% | +10.0% | -10.8% | -0.7% |
| 30D | +9.7% | -2.3% | +12.0% | +9.8% |
| 3M | +17.6% | -44.2% | +61.8% | +17.3% |
| 6M | +25.8% | -66.1% | +91.9% | +25.3% |
| YTD | +33.9% | -30.0% | +63.8% | +33.1% |
| 1Y | +38.9% | +21.0% | +17.8% | +37.8% |
| 3Y | +26.8% | +516.5% | -489.7% | +20.1% |
| 5Y | +16.3% | +32.0% | -15.7% | +14.5% |
| All | +17.8% | +40.9% | -23.1% | +16.4% |
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