+1,267.4%
KDP vs PNC
+455.4%
+812.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -0.8% | +3.1% | -3.9% | -1.3% |
| 30D | +9.7% | +7.6% | +2.1% | +8.3% |
| 3M | +17.6% | -8.1% | +25.8% | +19.4% |
| 6M | +25.8% | +12.6% | +13.2% | +22.9% |
| YTD | +33.9% | +15.0% | +18.9% | +30.0% |
| 1Y | +38.9% | +30.4% | +8.5% | +31.7% |
| 3Y | +26.8% | +116.1% | -89.4% | +8.1% |
| 5Y | +16.3% | +37.5% | -21.1% | +6.7% |
| 10Y | +248.1% | +205.1% | +43.0% | +165.1% |
| All | +1,267.4% | +455.4% | +812.0% | +842.6% |
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