+116.1%
PG vs KDP
+172.7%
-56.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.8% | -3.7% | +2.9% | +0.2% |
| 30D | +0.8% | +6.2% | -5.4% | -0.8% |
| 3M | -1.3% | +1.2% | -2.6% | -1.9% |
| 6M | -3.8% | +15.3% | -19.2% | -7.6% |
| YTD | +3.6% | +14.8% | -11.2% | -0.4% |
| 1Y | -5.7% | +17.6% | -23.3% | -10.2% |
| 3Y | +1.6% | +2.1% | -0.5% | -0.3% |
| 5Y | +14.6% | +2.7% | +11.9% | +12.4% |
| All | +116.1% | +172.7% | -56.5% | +80.7% |
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