+3.0%
KDP vs SCHG
+81.2%
-78.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -4.3% | -2.7% | -1.6% | -3.9% |
| 30D | +7.8% | -2.2% | +10.0% | +8.2% |
| 3M | -0.1% | +6.2% | -6.2% | -1.0% |
| 6M | +14.0% | +13.4% | +0.6% | +11.6% |
| YTD | +15.1% | +7.1% | +8.0% | +13.7% |
| 1Y | +18.5% | +12.5% | +6.0% | +16.0% |
| 3Y | +2.9% | +86.2% | -83.3% | -11.0% |
| 5Y | +3.0% | +83.9% | -81.0% | -12.9% |
| All | +3.0% | +81.2% | -78.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling