+247.9%
KDP vs PNC
+202.3%
+45.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -0.8% | +3.1% | -3.9% | -1.4% |
| 30D | +9.7% | +7.6% | +2.1% | +8.2% |
| 3M | +17.6% | -8.1% | +25.8% | +19.5% |
| 6M | +25.8% | +12.6% | +13.2% | +22.7% |
| YTD | +33.9% | +15.0% | +18.9% | +29.6% |
| 1Y | +38.9% | +30.4% | +8.5% | +31.0% |
| 3Y | +26.8% | +116.1% | -89.4% | +5.7% |
| 5Y | +16.3% | +37.5% | -21.1% | +5.8% |
| All | +247.9% | +202.3% | +45.6% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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