+174.5%
KDP vs PPL
+54.2%
+120.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | +2.7% | -1.4% | +0.5% |
| 30D | +6.0% | +0.5% | +5.5% | +5.8% |
| 3M | +9.2% | +0.7% | +8.5% | +8.9% |
| 6M | +14.7% | -7.6% | +22.3% | +17.3% |
| YTD | +19.2% | +1.8% | +17.4% | +18.3% |
| 1Y | +15.2% | -0.8% | +15.9% | +15.1% |
| 3Y | +6.0% | +56.9% | -50.9% | -7.8% |
| 5Y | +5.4% | +39.5% | -34.1% | -5.7% |
| All | +174.5% | +54.2% | +120.4% | +134.8% |
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