-4.4%
PEP vs KDP
+34.8%
-39.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.6% |
| 7D | +1.1% | +4.0% | -2.9% | -0.7% |
| 30D | +13.6% | +16.8% | -3.2% | +6.0% |
| 3M | +5.1% | +32.0% | -26.9% | -7.3% |
| 6M | -1.6% | +35.2% | -36.8% | -14.4% |
| YTD | +3.3% | +40.9% | -37.6% | -12.1% |
| 1Y | +3.2% | +47.7% | -44.4% | -14.2% |
| All | -4.4% | +34.8% | -39.2% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling