+5.0%
KDP vs PNR
-20.5%
+25.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.2% |
| 7D | -1.6% | -3.9% | +2.3% | -1.0% |
| 30D | +9.5% | -13.8% | +23.3% | +12.0% |
| 3M | +2.6% | -22.5% | +25.2% | +6.3% |
| 6M | +15.6% | -37.2% | +52.8% | +23.2% |
| YTD | +17.3% | -44.2% | +61.5% | +27.1% |
| 1Y | +20.1% | -46.6% | +66.7% | +30.9% |
| 3Y | +4.9% | -12.5% | +17.4% | +4.0% |
| 5Y | +5.0% | -19.3% | +24.3% | +3.3% |
| All | +5.0% | -20.5% | +25.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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