+1,117.5%
KDP vs PWR
+2,267.3%
-1,149.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +1.3% | +3.6% | -2.3% | +0.7% |
| 30D | +6.0% | -8.6% | +14.6% | +7.4% |
| 3M | +9.2% | -13.2% | +22.4% | +10.9% |
| 6M | +14.7% | +9.9% | +4.8% | +11.2% |
| YTD | +19.2% | +48.0% | -28.8% | +9.5% |
| 1Y | +15.2% | +66.2% | -51.0% | +3.2% |
| 3Y | +6.0% | +195.1% | -189.1% | -17.3% |
| 5Y | +5.4% | +442.6% | -437.1% | -28.5% |
| 10Y | +171.9% | +2,334.2% | -2,162.4% | +28.4% |
| All | +1,117.5% | +2,267.3% | -1,149.8% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling