+47.7%
KDP vs S
+38.7%
+9.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.8% |
| 7D | +4.0% | +1.2% | +2.7% | +4.0% |
| 30D | +16.8% | -7.3% | +24.1% | +16.5% |
| 3M | +32.0% | +5.9% | +26.2% | +32.6% |
| 6M | +35.2% | +45.6% | -10.5% | +38.3% |
| YTD | +40.9% | +58.5% | -17.6% | +45.7% |
| 1Y | +47.7% | +37.6% | +10.0% | +52.7% |
| All | +47.7% | +38.7% | +9.0% | +52.7% |
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