+1,339.3%
KDP vs PNR
+285.9%
+1,053.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +4.0% | -3.7% | +7.7% | +4.9% |
| 30D | +16.8% | +33.1% | -16.3% | +8.4% |
| 3M | +32.0% | +3.7% | +28.3% | +30.4% |
| 6M | +35.2% | -7.7% | +42.9% | +36.8% |
| YTD | +40.9% | -32.4% | +73.3% | +53.3% |
| 1Y | +47.7% | -35.0% | +82.7% | +62.1% |
| 3Y | +34.8% | +17.1% | +17.7% | +24.2% |
| 5Y | +22.6% | +0.1% | +22.5% | +15.4% |
| 10Y | +266.4% | +103.2% | +163.3% | +167.4% |
| All | +1,339.3% | +285.9% | +1,053.4% | +606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling