+20.1%
KDP vs RUN
-48.0%
+68.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.1% | -1.4% |
| 7D | -1.6% | -1.8% | +0.2% | -1.6% |
| 30D | +9.5% | -10.8% | +20.3% | +9.5% |
| 3M | +2.6% | -30.2% | +32.8% | +2.7% |
| 6M | +15.6% | -22.3% | +38.0% | +15.5% |
| YTD | +17.3% | -52.2% | +69.5% | +17.4% |
| 1Y | +20.1% | -45.1% | +65.2% | +25.3% |
| All | +20.1% | -48.0% | +68.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling