+12.8%
PG vs KDP
+3.0%
+9.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.9% |
| 7D | -2.7% | -4.3% | +1.6% | -1.2% |
| 30D | -1.5% | +7.8% | -9.4% | -4.2% |
| 3M | -3.4% | -0.1% | -3.3% | -3.7% |
| 6M | -7.0% | +14.0% | -21.0% | -11.7% |
| YTD | +2.0% | +15.1% | -13.1% | -3.6% |
| 1Y | -6.5% | +18.5% | -25.0% | -12.9% |
| 3Y | +1.2% | +2.9% | -1.7% | -1.8% |
| 5Y | +12.8% | +3.0% | +9.8% | +10.1% |
| All | +12.8% | +3.0% | +9.8% | +10.1% |
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