+43.5%
KDP vs PPL
+1.0%
+42.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +5.3% | +1.8% | +3.5% | +4.9% |
| 30D | +19.1% | +8.4% | +10.7% | +16.6% |
| 3M | +19.2% | +2.4% | +16.8% | +18.5% |
| 6M | +29.3% | -4.0% | +33.2% | +30.6% |
| YTD | +35.5% | +4.5% | +31.1% | +37.0% |
| 1Y | +43.5% | +1.7% | +41.7% | +46.7% |
| All | +43.5% | +1.0% | +42.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling