+192.1%
KDP vs PR
+169.5%
+22.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +1.3% | +2.9% | -1.6% | +1.1% |
| 30D | +6.0% | +18.0% | -12.1% | +5.2% |
| 3M | +9.2% | +16.9% | -7.7% | +8.4% |
| 6M | +14.7% | +28.2% | -13.5% | +13.3% |
| YTD | +19.2% | +69.3% | -50.1% | +16.3% |
| 1Y | +15.2% | +69.5% | -54.3% | +12.3% |
| 3Y | +6.0% | +81.7% | -75.7% | +2.3% |
| 5Y | +5.4% | +422.2% | -416.8% | -4.4% |
| 10Y | +171.9% | +110.4% | +61.5% | +120.0% |
| All | +192.1% | +169.5% | +22.6% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling