+1,248.2%
PANW vs KDP
+172.7%
+1,075.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -0.8% | -3.7% | +2.9% | -0.1% |
| 30D | -14.6% | +6.2% | -20.8% | -15.7% |
| 3M | +18.3% | +1.2% | +17.1% | +17.5% |
| 6M | +100.5% | +15.3% | +85.1% | +93.0% |
| YTD | +79.5% | +14.8% | +64.7% | +72.5% |
| 1Y | +66.7% | +17.6% | +49.1% | +58.8% |
| 3Y | +161.2% | +2.1% | +159.1% | +154.2% |
| 5Y | +322.2% | +2.7% | +319.5% | +309.6% |
| All | +1,248.2% | +172.7% | +1,075.5% | +1,114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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