+22.6%
KDP vs PWR
+427.2%
-404.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.7% |
| 7D | +4.0% | +4.7% | -0.8% | +3.9% |
| 30D | +16.8% | -12.5% | +29.3% | +17.1% |
| 3M | +32.0% | -9.3% | +41.4% | +32.1% |
| 6M | +35.2% | -22.2% | +57.3% | +36.2% |
| YTD | +40.9% | +44.2% | -3.2% | +36.8% |
| 1Y | +47.7% | +35.5% | +12.1% | +43.8% |
| 3Y | +34.8% | +250.4% | -215.6% | +16.7% |
| 5Y | +22.6% | +425.6% | -403.0% | +3.4% |
| All | +22.6% | +427.2% | -404.5% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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