+51.4%
PYPL vs KDP
+256.2%
-204.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.7% |
| 7D | +2.7% | +1.3% | +1.4% | +2.3% |
| 30D | -4.9% | +6.0% | -10.9% | -6.8% |
| 3M | +28.9% | +9.2% | +19.7% | +24.9% |
| 6M | +18.2% | +14.7% | +3.5% | +12.4% |
| YTD | -5.0% | +19.2% | -24.2% | -11.2% |
| 1Y | -18.8% | +15.2% | -34.0% | -23.5% |
| 3Y | -12.6% | +6.0% | -18.6% | -16.4% |
| 5Y | -80.8% | +5.4% | -86.2% | -81.7% |
| 10Y | +49.9% | +171.9% | -122.0% | +9.5% |
| All | +51.4% | +256.2% | -204.8% | -16.0% |
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