+5.1%
KDP vs PSX
+349.1%
-344.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +2.1% | +2.8% | -0.8% | +1.9% |
| 30D | +8.5% | +27.8% | -19.3% | +6.9% |
| 3M | +6.6% | +42.0% | -35.4% | +4.2% |
| 6M | +17.1% | +58.1% | -41.0% | +13.6% |
| YTD | +19.0% | +105.0% | -86.0% | +13.4% |
| 1Y | +21.8% | +104.9% | -83.1% | +16.0% |
| 3Y | +6.4% | +134.1% | -127.6% | -0.9% |
| 5Y | +5.1% | +363.8% | -358.7% | -8.9% |
| All | +5.1% | +349.1% | -344.0% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling