+43.5%
KDP vs PSX
+97.5%
-54.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.5% | +10.4% | +6.0% |
| 7D | +5.3% | -5.2% | +10.5% | +5.4% |
| 30D | +19.1% | -3.7% | +22.8% | +19.0% |
| 3M | +19.2% | +26.8% | -7.6% | +17.8% |
| 6M | +29.3% | +47.3% | -18.0% | +26.4% |
| YTD | +35.5% | +105.4% | -69.9% | +26.2% |
| 1Y | +43.5% | +96.9% | -53.4% | +35.5% |
| All | +43.5% | +97.5% | -54.0% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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