+310.3%
KDP vs QSR
+202.6%
+107.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.9% | -7.0% |
| 7D | -4.0% | -3.9% | -0.1% | -3.0% |
| 30D | +8.5% | +5.9% | +2.5% | +7.0% |
| 3M | +20.7% | +1.7% | +19.0% | +20.2% |
| 6M | +23.2% | -1.9% | +25.0% | +23.7% |
| YTD | +30.5% | +13.6% | +16.9% | +26.4% |
| 1Y | +35.9% | +13.1% | +22.7% | +31.6% |
| 3Y | +24.8% | +21.8% | +3.0% | +17.7% |
| 5Y | +13.4% | +57.2% | -43.8% | -0.2% |
| 10Y | +239.3% | +138.5% | +100.8% | +160.6% |
| All | +310.3% | +202.6% | +107.7% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling