+256.4%
KDP vs PSX
+342.3%
-85.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +8.2% | -7.8% | +16.0% | +9.1% |
| 30D | +18.4% | -9.9% | +28.2% | +19.5% |
| 3M | +29.2% | +16.9% | +12.3% | +26.7% |
| 6M | +32.3% | +48.0% | -15.7% | +26.1% |
| YTD | +38.5% | +98.3% | -59.9% | +27.2% |
| 1Y | +48.5% | +86.2% | -37.7% | +37.4% |
| 3Y | +32.5% | +144.0% | -111.5% | +16.9% |
| 5Y | +19.7% | +287.7% | -268.0% | -2.6% |
| 10Y | +256.4% | +338.3% | -81.9% | +166.8% |
| All | +256.4% | +342.3% | -85.9% | +166.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling