+278.1%
PG vs KDP
+1,132.0%
-853.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.9% | +1.3% | +0.6% | +1.5% |
| 30D | -0.2% | +6.0% | -6.2% | -2.0% |
| 3M | +4.8% | +9.2% | -4.4% | +2.0% |
| 6M | -6.1% | +14.7% | -20.8% | -10.0% |
| YTD | +4.5% | +19.2% | -14.7% | -1.1% |
| 1Y | -5.3% | +15.2% | -20.5% | -9.7% |
| 3Y | +2.6% | +6.0% | -3.4% | -0.8% |
| 5Y | +15.6% | +5.4% | +10.2% | +11.8% |
| 10Y | +118.0% | +171.9% | -53.9% | +56.5% |
| All | +278.1% | +1,132.0% | -853.8% | +60.8% |
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 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