+50.7%
PFE vs KDP
+264.7%
-214.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | 0.0% |
| 7D | -3.0% | +4.0% | -6.9% | -3.6% |
| 30D | +5.2% | +16.8% | -11.6% | +2.4% |
| 3M | +12.2% | +32.0% | -19.8% | +6.8% |
| 6M | +17.8% | +35.2% | -17.4% | +11.4% |
| YTD | +26.2% | +40.9% | -14.7% | +18.3% |
| 1Y | +23.2% | +47.7% | -24.5% | +14.5% |
| 3Y | +21.3% | +34.8% | -13.5% | +14.3% |
| 5Y | -23.1% | +22.6% | -45.7% | -26.5% |
| 10Y | +50.7% | +266.4% | -215.7% | +30.4% |
| All | +50.7% | +264.7% | -214.0% | +30.4% |
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