+16.2%
KDP vs PPG
-15.7%
+31.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | +9.7% | +17.6% | -7.8% | +5.5% |
| 3M | +17.6% | +7.5% | +10.2% | +15.6% |
| 6M | +25.8% | +17.6% | +8.1% | +20.8% |
| YTD | +33.9% | +22.6% | +11.3% | +26.7% |
| 1Y | +38.9% | +28.0% | +10.9% | +30.0% |
| 3Y | +26.8% | +1.8% | +25.0% | +24.0% |
| All | +16.2% | -15.7% | +31.9% | +18.4% |
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