+23.6%
KDP vs QSR
+21.9%
+1.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.9% | -7.0% |
| 7D | -4.0% | -3.9% | -0.1% | -2.9% |
| 30D | +8.5% | +5.9% | +2.5% | +6.9% |
| 3M | +20.7% | +1.7% | +19.0% | +20.1% |
| 6M | +23.2% | -1.9% | +25.0% | +23.4% |
| YTD | +30.5% | +13.6% | +16.9% | +26.9% |
| 1Y | +35.9% | +13.1% | +22.7% | +32.1% |
| All | +23.6% | +21.9% | +1.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling