+247.9%
KDP vs PPL
+67.2%
+180.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +9.7% | +2.6% | +7.1% | +8.9% |
| 3M | +17.6% | +0.8% | +16.8% | +17.3% |
| 6M | +25.8% | +1.4% | +24.4% | +25.2% |
| YTD | +33.9% | +4.3% | +29.6% | +31.9% |
| 1Y | +38.9% | +0.8% | +38.1% | +38.2% |
| 3Y | +26.8% | +57.9% | -31.1% | +10.5% |
| 5Y | +16.3% | +48.3% | -32.0% | +2.6% |
| All | +247.9% | +67.2% | +180.7% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling