+5.0%
KDP vs QSR
+43.4%
-38.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -1.6% | -2.4% | +0.8% | -1.0% |
| 30D | +9.5% | +5.7% | +3.8% | +7.9% |
| 3M | +2.6% | +6.9% | -4.3% | +1.0% |
| 6M | +15.6% | +6.9% | +8.8% | +13.7% |
| YTD | +17.3% | +14.9% | +2.4% | +13.2% |
| 1Y | +20.1% | +29.1% | -9.0% | +12.4% |
| 3Y | +4.9% | +26.1% | -21.2% | -2.6% |
| 5Y | +5.0% | +42.3% | -37.3% | -10.0% |
| All | +5.0% | +43.4% | -38.5% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling