+43.5%
KDP vs S
+36.5%
+7.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.6% | +4.3% | +6.0% |
| 7D | +5.3% | -8.2% | +13.5% | +4.9% |
| 30D | +19.1% | -7.6% | +26.7% | +18.7% |
| 3M | +19.2% | +12.0% | +7.2% | +20.1% |
| 6M | +29.3% | +50.6% | -21.3% | +32.5% |
| YTD | +35.5% | +56.6% | -21.1% | +40.0% |
| 1Y | +43.5% | +39.2% | +4.2% | +47.8% |
| All | +43.5% | +36.5% | +7.0% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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