+256.4%
KDP vs PSA
+131.0%
+125.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +2.0% |
| 7D | +8.2% | +0.8% | +7.4% | +8.0% |
| 30D | +18.4% | +15.9% | +2.5% | +13.4% |
| 3M | +29.2% | +4.2% | +25.0% | +27.6% |
| 6M | +32.3% | +10.1% | +22.1% | +28.5% |
| YTD | +38.5% | +33.3% | +5.1% | +27.1% |
| 1Y | +48.5% | +28.2% | +20.3% | +37.7% |
| 3Y | +32.5% | +54.9% | -22.4% | +15.3% |
| 5Y | +19.7% | +28.3% | -8.7% | +8.4% |
| 10Y | +256.4% | +134.1% | +122.3% | +175.2% |
| All | +256.4% | +131.0% | +125.3% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling