+1,117.5%
KDP vs PNC
+481.9%
+635.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +1.3% | +1.4% | -0.1% | +1.0% |
| 30D | +6.0% | -3.8% | +9.8% | +6.7% |
| 3M | +9.2% | +9.0% | +0.2% | +7.4% |
| 6M | +14.7% | +16.6% | -2.0% | +11.3% |
| YTD | +19.2% | +20.4% | -1.2% | +14.8% |
| 1Y | +15.2% | +22.3% | -7.2% | +10.5% |
| 3Y | +6.0% | +124.5% | -118.6% | -10.3% |
| 5Y | +5.4% | +54.1% | -48.6% | -5.4% |
| 10Y | +171.9% | +276.3% | -104.4% | +99.3% |
| All | +1,117.5% | +481.9% | +635.6% | +732.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling