+15.2%
KDP vs STZ
-10.2%
+25.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +1.3% | -1.9% | +3.2% | +1.9% |
| 30D | +6.0% | -1.9% | +7.9% | +6.8% |
| 3M | +9.2% | -6.2% | +15.4% | +11.4% |
| 6M | +14.7% | -14.0% | +28.7% | +19.5% |
| YTD | +19.2% | -5.1% | +24.3% | +19.8% |
| 1Y | +15.2% | -9.6% | +24.7% | +15.5% |
| All | +15.2% | -10.2% | +25.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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