+175.8%
KDP vs PSA
+100.1%
+75.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +8.5% | -8.2% | +16.6% | +11.2% |
| 3M | +6.6% | -2.1% | +8.8% | +7.3% |
| 6M | +17.1% | -0.2% | +17.3% | +16.9% |
| YTD | +19.0% | +18.5% | +0.6% | +13.0% |
| 1Y | +21.8% | +6.6% | +15.2% | +19.1% |
| 3Y | +6.4% | +24.5% | -18.0% | -1.5% |
| 5Y | +5.1% | +13.6% | -8.4% | -1.5% |
| 10Y | +175.8% | +102.0% | +73.9% | +120.8% |
| All | +175.8% | +100.1% | +75.8% | +120.8% |
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