+29.1%
KDP vs PSA
+50.8%
-21.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +2.2% | +3.9% | -1.7% | +1.0% |
| 30D | +19.9% | +19.7% | +0.3% | +13.4% |
| 3M | +21.5% | +4.3% | +17.2% | +19.8% |
| 6M | +30.1% | +11.4% | +18.7% | +25.8% |
| YTD | +34.9% | +33.9% | +1.0% | +23.3% |
| 1Y | +43.4% | +28.3% | +15.1% | +32.6% |
| 3Y | +29.1% | +53.5% | -24.4% | +12.8% |
| All | +29.1% | +50.8% | -21.7% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling