+19.7%
KDP vs PL
+36.0%
-16.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | +8.2% | +5.6% | +2.6% | +8.3% |
| 30D | +18.4% | -16.9% | +35.3% | +18.3% |
| 3M | +29.2% | -38.2% | +67.4% | +29.0% |
| 6M | +32.3% | -63.4% | +95.7% | +31.9% |
| YTD | +38.5% | -27.6% | +66.1% | +37.7% |
| 1Y | +48.5% | +6.6% | +41.9% | +47.5% |
| 3Y | +32.5% | +557.6% | -525.1% | +25.3% |
| 5Y | +19.7% | +39.5% | -19.8% | +16.5% |
| All | +19.7% | +36.0% | -16.4% | +16.5% |
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