+23.2%
KDP vs QSR
-2.4%
+25.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.9% | -6.5% |
| 7D | -4.0% | -3.9% | -0.1% | -1.7% |
| 30D | +8.5% | +5.9% | +2.5% | +5.3% |
| 3M | +20.7% | +1.7% | +19.0% | +18.7% |
| 6M | +23.2% | -1.9% | +25.0% | +22.8% |
| All | +23.2% | -2.4% | +25.6% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling