+19.7%
KDP vs PR
+227.5%
-207.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.7% |
| 7D | +8.2% | -9.5% | +17.7% | +8.5% |
| 30D | +18.4% | -5.7% | +24.0% | +18.5% |
| 3M | +29.2% | +3.0% | +26.2% | +28.9% |
| 6M | +32.3% | +11.8% | +20.5% | +31.5% |
| YTD | +38.5% | +58.5% | -20.0% | +35.7% |
| 1Y | +48.5% | +69.9% | -21.4% | +45.2% |
| 3Y | +32.5% | +84.9% | -52.4% | +28.1% |
| 5Y | +19.7% | +246.4% | -226.8% | +9.8% |
| All | +19.7% | +227.5% | -207.9% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling