+38.9%
KDP vs PSA
+26.5%
+12.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -0.8% | -1.4% | +0.7% | -0.2% |
| 30D | +9.7% | +15.2% | -5.5% | +4.5% |
| 3M | +17.6% | +2.2% | +15.4% | +16.4% |
| 6M | +25.8% | +11.7% | +14.1% | +21.6% |
| YTD | +33.9% | +32.0% | +1.9% | +23.6% |
| 1Y | +38.9% | +26.3% | +12.6% | +30.1% |
| All | +38.9% | +26.5% | +12.4% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling