+254.5%
PEP vs KDP
+1,132.0%
-877.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -1.4% | +1.3% | -2.7% | -1.9% |
| 30D | +0.2% | +6.0% | -5.8% | -1.9% |
| 3M | -1.1% | +9.2% | -10.3% | -4.4% |
| 6M | -13.5% | +14.7% | -28.2% | -18.0% |
| YTD | -1.2% | +19.2% | -20.4% | -7.7% |
| 1Y | -1.6% | +15.2% | -16.7% | -7.2% |
| 3Y | -12.5% | +6.0% | -18.5% | -15.4% |
| 5Y | +3.0% | +5.4% | -2.4% | -0.4% |
| 10Y | +73.9% | +171.9% | -98.0% | +19.6% |
| All | +254.5% | +1,132.0% | -877.5% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling