+43.5%
KDP vs PR
+87.5%
-44.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.5% | +12.4% | +5.4% |
| 7D | +5.3% | -12.1% | +17.4% | +4.5% |
| 30D | +19.1% | +0.9% | +18.2% | +18.8% |
| 3M | +19.2% | +10.1% | +9.0% | +19.3% |
| 6M | +29.3% | +1.1% | +28.2% | +30.3% |
| YTD | +35.5% | +63.7% | -28.1% | +32.0% |
| 1Y | +43.5% | +87.0% | -43.6% | +43.5% |
| All | +43.5% | +87.5% | -44.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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