-11.9%
PEP vs KDP
+6.1%
-18.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -1.4% | +1.3% | -2.7% | -2.0% |
| 30D | +0.2% | +6.0% | -5.8% | -2.5% |
| 3M | -1.1% | +9.2% | -10.3% | -5.3% |
| 6M | -13.5% | +14.7% | -28.2% | -19.2% |
| YTD | -1.2% | +19.2% | -20.4% | -9.6% |
| 1Y | -1.6% | +15.2% | -16.7% | -8.6% |
| All | -11.9% | +6.1% | -18.0% | -15.0% |
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