+1,284.4%
KDP vs PPL
+85.2%
+1,199.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +5.3% | +1.8% | +3.5% | +4.7% |
| 30D | +19.1% | +8.4% | +10.7% | +15.8% |
| 3M | +19.2% | +2.4% | +16.8% | +18.1% |
| 6M | +29.3% | -4.0% | +33.2% | +30.9% |
| YTD | +35.5% | +4.5% | +31.1% | +33.1% |
| 1Y | +43.5% | +1.7% | +41.7% | +42.0% |
| 3Y | +29.0% | +55.5% | -26.5% | +9.7% |
| 5Y | +16.2% | +47.0% | -30.8% | 0.0% |
| 10Y | +235.5% | +62.4% | +173.2% | +167.8% |
| All | +1,284.4% | +85.2% | +1,199.2% | +783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling