+15.2%
KDP vs PSX
+101.0%
-85.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +1.3% | +4.5% | -3.3% | +1.1% |
| 30D | +6.0% | +26.6% | -20.6% | +5.3% |
| 3M | +9.2% | +39.3% | -30.1% | +7.8% |
| 6M | +14.7% | +56.8% | -42.1% | +12.7% |
| YTD | +19.2% | +101.8% | -82.6% | +14.2% |
| 1Y | +15.2% | +99.6% | -84.4% | +11.3% |
| All | +15.2% | +101.0% | -85.9% | +11.3% |
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