+2.9%
PEP vs KDP
+13.5%
-10.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | +2.4% |
| 7D | -0.3% | -4.0% | +3.7% | +1.5% |
| 30D | +11.8% | +8.5% | +3.3% | +7.1% |
| 3M | +3.7% | +20.7% | -17.0% | -5.9% |
| 6M | -4.3% | +23.2% | -27.5% | -14.3% |
| YTD | +2.1% | +30.5% | -28.3% | -11.6% |
| 1Y | +2.5% | +35.9% | -33.4% | -13.2% |
| 3Y | -5.0% | +24.8% | -29.8% | -17.4% |
| 5Y | +2.9% | +13.4% | -10.5% | -6.2% |
| All | +2.9% | +13.5% | -10.6% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling