+20.4%
KDP vs S
-48.9%
+69.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +0.8% |
| 7D | +0.3% | +1.6% | -1.2% | +0.3% |
| 30D | +16.3% | -10.5% | +26.8% | +16.4% |
| 3M | +24.0% | +9.9% | +14.1% | +23.8% |
| 6M | +30.0% | +41.8% | -11.8% | +29.3% |
| YTD | +36.1% | +56.8% | -20.7% | +35.1% |
| 1Y | +46.8% | +39.0% | +7.8% | +46.0% |
| 3Y | +30.5% | +53.8% | -23.4% | +28.5% |
| 5Y | +17.9% | -68.6% | +86.5% | +17.2% |
| All | +20.4% | -48.9% | +69.2% | +22.5% |
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