+1,267.4%
KDP vs PPG
+478.3%
+789.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | +9.7% | +17.6% | -7.8% | +4.4% |
| 3M | +17.6% | +7.5% | +10.2% | +15.1% |
| 6M | +25.8% | +17.6% | +8.1% | +19.3% |
| YTD | +33.9% | +22.6% | +11.3% | +24.4% |
| 1Y | +38.9% | +28.0% | +10.9% | +27.3% |
| 3Y | +26.8% | +1.8% | +25.0% | +23.0% |
| 5Y | +16.3% | -15.5% | +31.8% | +17.1% |
| 10Y | +248.1% | +54.9% | +193.2% | +169.6% |
| All | +1,267.4% | +478.3% | +789.2% | +458.1% |
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