+63.2%
PYPL vs KDP
+303.3%
-240.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +3.9% | +2.2% | +1.7% | +3.1% |
| 30D | +7.8% | +19.9% | -12.1% | +1.3% |
| 3M | -0.7% | +21.5% | -22.1% | -7.1% |
| 6M | +28.8% | +30.1% | -1.3% | +17.5% |
| YTD | +2.4% | +34.9% | -32.6% | -8.4% |
| 1Y | -9.6% | +43.4% | -53.0% | -20.9% |
| 3Y | +9.7% | +29.1% | -19.4% | -2.2% |
| 5Y | -73.5% | +15.0% | -88.5% | -75.4% |
| 10Y | +46.5% | +234.1% | -187.6% | -1.8% |
| All | +63.2% | +303.3% | -240.1% | -13.3% |
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