+19.4%
KDP vs S
-52.7%
+72.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | +2.2% | -13.4% | +15.6% | +2.3% |
| 30D | +19.9% | -14.0% | +33.9% | +20.1% |
| 3M | +21.5% | +4.9% | +16.6% | +21.3% |
| 6M | +30.1% | +42.0% | -11.9% | +29.3% |
| YTD | +34.9% | +45.1% | -10.2% | +34.0% |
| 1Y | +43.4% | +33.1% | +10.3% | +42.6% |
| 3Y | +29.1% | +40.6% | -11.6% | +27.2% |
| 5Y | +15.0% | -67.5% | +82.4% | +14.4% |
| All | +19.4% | -52.7% | +72.0% | +21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling