+744.1%
KDP vs PSX
+1,129.4%
-385.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.5% |
| 7D | +0.3% | -8.0% | +8.3% | +1.3% |
| 30D | +16.3% | -9.0% | +25.4% | +17.5% |
| 3M | +24.0% | +24.7% | -0.8% | +20.4% |
| 6M | +30.0% | +49.3% | -19.4% | +23.2% |
| YTD | +36.1% | +100.2% | -64.1% | +23.9% |
| 1Y | +46.8% | +88.8% | -42.0% | +34.7% |
| 3Y | +30.5% | +152.5% | -122.0% | +13.4% |
| 5Y | +17.9% | +283.2% | -265.3% | -5.2% |
| 10Y | +239.3% | +345.8% | -106.5% | +148.0% |
| All | +744.1% | +1,129.4% | -385.3% | +427.1% |
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