+7.6%
KDP vs S
+16.9%
-9.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.3% | -7.7% | +9.0% | +1.3% |
| 30D | +6.0% | -5.3% | +11.3% | +6.0% |
| 3M | +9.2% | +20.3% | -11.1% | +9.2% |
| 6M | +14.7% | +47.4% | -32.7% | +14.5% |
| YTD | +19.2% | +32.5% | -13.3% | +19.1% |
| 1Y | +15.2% | +9.5% | +5.6% | +15.4% |
| All | +7.6% | +16.9% | -9.4% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling