+43.4%
KDP vs PR
+80.1%
-36.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.6% |
| 7D | +2.2% | -16.4% | +18.6% | +1.2% |
| 30D | +19.9% | -1.9% | +21.8% | +19.4% |
| 3M | +21.5% | +8.0% | +13.5% | +21.2% |
| 6M | +30.1% | +4.1% | +26.0% | +30.3% |
| YTD | +34.9% | +58.7% | -23.8% | +28.3% |
| 1Y | +43.4% | +75.8% | -32.4% | +37.5% |
| All | +43.4% | +80.1% | -36.7% | +37.5% |
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