+774.0%
KDP vs PSX
+1,156.9%
-382.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.4% |
| 7D | +4.0% | -0.4% | +4.3% | +4.0% |
| 30D | +16.8% | -8.1% | +24.9% | +17.8% |
| 3M | +32.0% | +15.9% | +16.1% | +29.4% |
| 6M | +35.2% | +49.4% | -14.2% | +28.1% |
| YTD | +40.9% | +104.7% | -63.8% | +28.0% |
| 1Y | +47.7% | +89.1% | -41.4% | +35.4% |
| 3Y | +34.8% | +151.7% | -117.0% | +17.3% |
| 5Y | +22.6% | +298.3% | -275.7% | -1.9% |
| 10Y | +266.4% | +357.1% | -90.6% | +167.0% |
| All | +774.0% | +1,156.9% | -382.9% | +444.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling