-20.7%
PFE vs KDP
+6.0%
-26.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | +1.8% | +1.3% | +0.5% | +1.4% |
| 30D | +10.2% | +6.0% | +4.2% | +8.6% |
| 3M | +12.7% | +9.2% | +3.5% | +10.0% |
| 6M | +10.5% | +14.7% | -4.2% | +6.5% |
| YTD | +20.2% | +19.2% | +1.0% | +14.4% |
| 1Y | +24.1% | +15.2% | +8.9% | +19.0% |
| 3Y | -3.6% | +6.0% | -9.5% | -5.5% |
| All | -20.7% | +6.0% | -26.7% | -20.8% |
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 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