+3.0%
KDP vs PPG
-24.6%
+27.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.5% |
| 7D | -4.3% | -5.1% | +0.8% | -3.1% |
| 30D | +7.8% | -9.6% | +17.4% | +10.4% |
| 3M | -0.1% | -6.4% | +6.4% | +1.4% |
| 6M | +14.0% | +0.5% | +13.5% | +13.2% |
| YTD | +15.1% | +4.4% | +10.6% | +13.1% |
| 1Y | +18.5% | -0.9% | +19.4% | +17.9% |
| 3Y | +2.9% | -17.0% | +19.8% | +5.6% |
| 5Y | +3.0% | -23.7% | +26.6% | +4.7% |
| All | +3.0% | -24.6% | +27.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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