+257.5%
KDP vs RUN
-23.6%
+281.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +2.2% | +33.4% | -31.2% | +1.1% |
| 30D | +19.9% | +31.1% | -11.2% | +18.7% |
| 3M | +21.5% | +6.4% | +15.1% | +21.0% |
| 6M | +30.1% | -22.2% | +52.3% | +30.7% |
| YTD | +34.9% | -45.8% | +80.7% | +36.5% |
| 1Y | +43.4% | -51.1% | +94.5% | +45.4% |
| 3Y | +29.1% | -3.0% | +32.1% | +21.3% |
| 5Y | +15.0% | -82.2% | +97.2% | +14.3% |
| 10Y | +234.1% | +111.9% | +122.2% | +178.7% |
| All | +257.5% | -23.6% | +281.0% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling