+15.8%
KDP vs PL
+11.6%
+4.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.1% | +10.4% | +0.2% |
| 7D | +4.5% | -20.5% | +25.0% | +4.3% |
| 30D | +18.5% | -38.8% | +57.3% | +18.1% |
| 3M | +20.8% | -49.1% | +70.0% | +20.4% |
| 6M | +29.4% | -69.4% | +98.8% | +28.7% |
| YTD | +35.9% | -42.3% | +78.2% | +34.9% |
| 1Y | +42.5% | -14.2% | +56.6% | +41.1% |
| 3Y | +29.4% | +398.7% | -369.3% | +22.4% |
| 5Y | +15.8% | +11.1% | +4.7% | +12.1% |
| All | +15.8% | +11.6% | +4.2% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling