+6.8%
KDP vs PL
+82.7%
-75.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | +1.3% | -9.3% | +10.6% | +1.2% |
| 30D | +6.0% | -18.9% | +24.9% | +5.9% |
| 3M | +9.2% | -58.4% | +67.6% | +8.9% |
| 6M | +14.7% | -30.3% | +45.0% | +14.3% |
| YTD | +19.2% | -8.1% | +27.3% | +18.6% |
| 1Y | +15.2% | +180.5% | -165.3% | +13.8% |
| 3Y | +6.0% | +444.1% | -438.2% | +1.4% |
| All | +6.8% | +82.7% | -75.8% | +2.9% |
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