+20.1%
KDP vs PSX
+104.4%
-84.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.5% |
| 7D | -1.6% | +1.8% | -3.4% | -1.6% |
| 30D | +9.5% | +21.6% | -12.2% | +9.0% |
| 3M | +2.6% | +46.5% | -43.8% | +1.4% |
| 6M | +15.6% | +62.0% | -46.4% | +13.8% |
| YTD | +17.3% | +106.3% | -89.0% | +13.1% |
| 1Y | +20.1% | +103.0% | -82.9% | +17.2% |
| All | +20.1% | +104.4% | -84.3% | +17.2% |
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