+1,117.5%
KDP vs PPG
+427.8%
+689.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | +1.3% | -1.5% | +2.8% | +1.7% |
| 30D | +6.0% | -5.0% | +10.9% | +7.6% |
| 3M | +9.2% | +1.1% | +8.1% | +8.5% |
| 6M | +14.7% | -3.2% | +17.9% | +14.9% |
| YTD | +19.2% | +11.9% | +7.3% | +13.9% |
| 1Y | +15.2% | +5.3% | +9.8% | +12.0% |
| 3Y | +6.0% | -15.0% | +21.0% | +8.6% |
| 5Y | +5.4% | -19.6% | +25.0% | +7.4% |
| 10Y | +171.9% | +27.0% | +144.8% | +124.5% |
| All | +1,117.5% | +427.8% | +689.7% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling