What is the dividend capture success rate for KDP?

Across the last 20 ex-dividend events for Keurig Dr Pepper (KDP), the post-ex intraday high reached the pre-ex close within 30 trading days in 100% of cases, with a median time-to-touch of 2 trading days. We measure recovery via intraday high because that is when a GTC limit-order at the pre-ex close would actually fill, ending the trade at break-even with the dividend pocketed.

How long does it take KDP to recover its dividend gap?

Historically, KDP touches its pre-ex close in a median of 2 trading days, with the best case at 1 and the worst case at 19 trading days within our 30-day measurement window. A stricter close-based recovery (mark-to-MOC) is also computed in the database; explore it with the per-ticker simulator’s “Hold N days, exit MOC” mode rather than in the event table.

Is the dividend on KDP large enough to capture?

KDP has a signal-to-noise ratio of 0.39 (dividend / 14-day ATR). Values above 1.0 indicate the dividend is larger than the typical daily price swing, making capture trades more viable; below 0.5 means typical daily noise can easily wipe out the gain.

How does KDP compare to its sector for dividend capture?

Within Consumer Defensive, the median 30-day pre-ex touch rate is 95%. KDP sits at 100% — above the sector benchmark.

Why does KDP dividend capture measure recovery via intraday high, not close?

A realistic capture trade exits via a GTC limit-order at the pre-ex close: the moment the post-ex intraday high touches that level, the order fills and the trader pockets the dividend at break-even. Measuring recovery via close is stricter (mark-to-MOC); we expose that path in the per-ticker simulator as the "Hold N days, exit MOC" mode. The high-based primary metric directly answers the trader-facing question "would my limit have filled?" — close-based answers "would I have been flat at the bell?".

How are dividend capture trades taxed in the US?

Holding period matters. Dividends are "qualified" (taxed at the long-term capital gains rate, 0/15/20%) only when the underlying shares are held for more than 60 days during the 121-day window centered on the ex-dividend date. Dividend capture trades typically hold less than 61 days, so the dividend is taxed at your ordinary income bracket. Always consult a qualified tax advisor.

What are the main risks of a dividend capture strategy?

Three structural risks: (1) the share price may not recover the gap within your holding window; (2) ordinary-income tax can consume the after-tax yield; (3) transaction costs and bid/ask slippage can wipe out small dividends. Historical statistics measure base rates; they do not guarantee any single trade will work.

Keurig Dr Pepper (KDP) Dividend Capture: 0.88% per event (3.5% annualized)

Updated May 6, 202620 eventshigh

Keurig Dr Pepper

KDP

Keurig Dr Pepper (KDP) has touched its pre-ex close within 30 trading days in 100% of the last 20 ex-dividend events, with a median time-to-touch of 2 trading days (limit-order recovery basis). The dividend is below the typical daily price swing (signal-to-noise 0.39), meaning ordinary day-to-day noise can easily exceed the dividend itself.

Versus its sector, KDP sits roughly in line with the Consumer Defensive sector benchmark of 95%. The sector median time-to-touch is 1 trading day, so this ticker touches more slowly than peers.

Historical base rates are not predictions; transaction costs, slippage, and ordinary-income tax on short holding periods can materially reduce realized profit.

Touch rate (30d): 100%+5pp vs sector
Median days-to-touch: 2din line with sector
Signal-to-noise: 0.39in line with sector

Recovery engine

TL;DR over the most recent 20 events.

30-day touch rate: 100%
+5pp vs sector
Median days-to-touch: 2d
in line with sector
Signal-to-noise (div / ATR): 0.39
in line with sector
Avg gap on ex-date: -0.57%
in line with sector
Win rate at MOC exit: 50%
Median drawdown during hold: -3.60%
+0.47pp vs sector
Best / worst touch (days): 1 / 19

Next ex-dividend

The company has not declared a dividend, and we don't have enough recent history to extrapolate a reliable estimate.

How KDP ranks in Consumer Defensive

Compared with other stocks in this sector that pass our capture-quality filter (40 tickers). Lower rank number is better on every metric below.

Full sector ranking

30-day touch rate
#1of 40
Beats ~98% of peers on this metric
Median days to touch
#31of 40
Beats ~23% of peers on this metric
Signal-to-noise
#20of 40
Beats ~50% of peers on this metric

KDP Dividend Capture History — Last 20 Ex-Dividend Events

Per-event gap on ex-date, the pre-ex close used as the touch target, trading days to first intraday high at or above that level, plus 5/30-day touch flags, drawdown and 5-day P&L for Keurig Dr Pepper (KDP). For a stricter close-at-bell exit timeline, use the simulator below (MOC mode). td = trading days from ex-date.

						Recovered 5d	Recovered 30d
Mar 27, 2026	Q1	$0.23	-0.76%	$26.27	1	yes	yes	-5.29%	-1.29%
Jan 2, 2026	Q1	$0.23	-0.68%	$28.01	6	no	yes	-3.71%	+0.04%
Sep 26, 2025	Q3	$0.23	-0.43%	$25.75	4	yes	yes	-2.80%	+1.24%
Jun 27, 2025	Q2	$0.23	-0.61%	$33.04	2	yes	yes	-1.33%	+2.94%
Mar 28, 2025	Q1	$0.23	-0.50%	$34.26	1	yes	yes	-4.52%	-0.64%
Jan 3, 2025	Q1	$0.23	-0.22%	$31.76	10	no	yes	-5.16%	-2.36%
Sep 27, 2024	Q3	$0.23	-0.35%	$37.53	1	yes	yes	-4.21%	-2.42%
Jun 28, 2024	Q2	$0.21	-0.73%	$34.12	19	no	yes	-6.80%	-4.73%
Mar 27, 2024	Q1	$0.21	-0.62%	$30.73	1	yes	yes	-1.46%	+0.54%
Jan 4, 2024	Q1	$0.21	-0.80%	$32.59	1	yes	yes	-3.71%	-1.30%
Sep 28, 2023	Q3	$0.21	-0.35%	$31.67	2	yes	yes	-7.99%	-3.93%
Jun 29, 2023	Q2	$0.20	-1.07%	$30.90	2	yes	yes	-1.39%	+3.43%
Mar 30, 2023	Q1	$0.20	-0.26%	$35.29	2	yes	yes	-1.28%	+1.56%
Jan 5, 2023	Q1	$0.20	-1.37%	$35.84	2	yes	yes	-4.16%	-0.20%
Sep 29, 2022	Q3	$0.20	0.03%	$36.57	1	yes	yes	-2.16%	+2.11%
Jun 30, 2022	Q2	$0.19	-1.49%	$35.68	2	yes	yes	-1.79%	+1.98%
Mar 31, 2022	Q1	$0.19	0.00%	$38.15	1	yes	yes	-3.49%	-0.92%
Jan 5, 2022	Q1	$0.19	-0.89%	$37.26	1	yes	yes	-1.32%	+2.52%
Sep 30, 2021	Q3	$0.19	-0.14%	$34.64	1	yes	yes	-6.35%	+1.61%
Jun 30, 2021	Q2	$0.19	-0.28%	$35.24	1	yes	yes	-1.73%	-0.80%

Ex-date Mar 27, 2026Q1
Dividend
$0.23
Gap %
-0.76%
Pre-ex close
$26.27
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-5.29%
P&L 5d %
-1.29%
Ex-date Jan 2, 2026Q1
Dividend
$0.23
Gap %
-0.68%
Pre-ex close
$28.01
High touch (td)
6
Recovered 5d
no
Recovered 30d
yes
Drawdown
-3.71%
P&L 5d %
+0.04%
Ex-date Sep 26, 2025Q3
Dividend
$0.23
Gap %
-0.43%
Pre-ex close
$25.75
High touch (td)
4
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-2.80%
P&L 5d %
+1.24%
Ex-date Jun 27, 2025Q2
Dividend
$0.23
Gap %
-0.61%
Pre-ex close
$33.04
High touch (td)
2
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.33%
P&L 5d %
+2.94%
Ex-date Mar 28, 2025Q1
Dividend
$0.23
Gap %
-0.50%
Pre-ex close
$34.26
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-4.52%
P&L 5d %
-0.64%
Ex-date Jan 3, 2025Q1
Dividend
$0.23
Gap %
-0.22%
Pre-ex close
$31.76
High touch (td)
10
Recovered 5d
no
Recovered 30d
yes
Drawdown
-5.16%
P&L 5d %
-2.36%
Ex-date Sep 27, 2024Q3
Dividend
$0.23
Gap %
-0.35%
Pre-ex close
$37.53
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-4.21%
P&L 5d %
-2.42%
Ex-date Jun 28, 2024Q2
Dividend
$0.21
Gap %
-0.73%
Pre-ex close
$34.12
High touch (td)
19
Recovered 5d
no
Recovered 30d
yes
Drawdown
-6.80%
P&L 5d %
-4.73%
Ex-date Mar 27, 2024Q1
Dividend
$0.21
Gap %
-0.62%
Pre-ex close
$30.73
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.46%
P&L 5d %
+0.54%
Ex-date Jan 4, 2024Q1
Dividend
$0.21
Gap %
-0.80%
Pre-ex close
$32.59
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-3.71%
P&L 5d %
-1.30%
Ex-date Sep 28, 2023Q3
Dividend
$0.21
Gap %
-0.35%
Pre-ex close
$31.67
High touch (td)
2
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-7.99%
P&L 5d %
-3.93%
Ex-date Jun 29, 2023Q2
Dividend
$0.20
Gap %
-1.07%
Pre-ex close
$30.90
High touch (td)
2
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.39%
P&L 5d %
+3.43%
Ex-date Mar 30, 2023Q1
Dividend
$0.20
Gap %
-0.26%
Pre-ex close
$35.29
High touch (td)
2
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.28%
P&L 5d %
+1.56%
Ex-date Jan 5, 2023Q1
Dividend
$0.20
Gap %
-1.37%
Pre-ex close
$35.84
High touch (td)
2
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-4.16%
P&L 5d %
-0.20%
Ex-date Sep 29, 2022Q3
Dividend
$0.20
Gap %
0.03%
Pre-ex close
$36.57
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-2.16%
P&L 5d %
+2.11%
Ex-date Jun 30, 2022Q2
Dividend
$0.19
Gap %
-1.49%
Pre-ex close
$35.68
High touch (td)
2
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.79%
P&L 5d %
+1.98%
Ex-date Mar 31, 2022Q1
Dividend
$0.19
Gap %
0.00%
Pre-ex close
$38.15
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-3.49%
P&L 5d %
-0.92%
Ex-date Jan 5, 2022Q1
Dividend
$0.19
Gap %
-0.89%
Pre-ex close
$37.26
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.32%
P&L 5d %
+2.52%
Ex-date Sep 30, 2021Q3
Dividend
$0.19
Gap %
-0.14%
Pre-ex close
$34.64
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-6.35%
P&L 5d %
+1.61%
Ex-date Jun 30, 2021Q2
Dividend
$0.19
Gap %
-0.28%
Pre-ex close
$35.24
High touch (td)
1
Recovered 5d
yes
Recovered 30d
yes
Drawdown
-1.73%
P&L 5d %
-0.80%

KDP Pre-Ex Touch Time Distribution

20 events analyzedHigh touched pre-ex within 5 trading days: 85% (17 events)

≤ 1 day
1050%
2–3 days
630%
4–5 days
15%
6–10 days
210%
11–30 days
15%
30+
00%

50% within 1d · 85% within 5d · 100% within 30d

KDP Dividend Capture Calculator — After-Tax Yield

Pre-filled with KDP's next expected dividend and recent close. Adjust tax rate, holding period and slippage to estimate after-tax capture yield.

KDP dividend ($)KDP price ($)SharesHold (days)Tax %?Slippage % per leg

Slippage preset

Holding shorter than the IRS 61-day rule disqualifies the dividend from “qualified” status — it is taxed as ordinary income at your marginal rate. Adjust Tax % accordingly.

Display

Gross dividend: $46.00
After-tax dividend: $29.90
Slippage round-trip: -$5.25
Net if price returns to pre-ex: +$24.65
Required recovery to break even: 0.00%
Per-event after-tax yield: +0.47%
Annual if all succeed: ~23.6%

Scenariosbase rate 100%

Best (limit fills)+$24.65

Average (base rate)+$24.65

Worst (no recovery)$21.35

Open in full calculator →

KDP Dividend Capture Backtest Simulator

Replay every historical KDP ex-dividend with two exit strategies: a GTC limit-order at the pre-ex close (limit-order P&L on first intraday touch), or hold for N days and exit at MOC. Pick the window and quarter filter that matches your plan and see realized P&L per event.

Limit window:Quarter:

Sell back at the pre-ex close on the first intraday touch within the window. If it never touches, exit at MOC after the window expires (stop-loss).

Figures are gross — before tax, commissions, and slippage. Percents are per-event return on capital at entry (pre-ex close).

Avg P&L per trade(20 events)+0.18%

Win rate (20 trades)

90%

Cumulative P&L

+3.65%Sum of per-event % (not compounded)

Buy & hold (same sample)

-13.62%Span: Jun 30, 2021 → Mar 27, 2026 · long-horizon total return vs repeating capture cycles

Best event

Sep 26, 2025+0.89%

Worst event

Jun 28, 2024-4.73%

Cumulative P&L (equity curve)

Vertical axis: cumulative sum of per-event % (same units as the headline cumulative). Hover dots for exact values.

Jun 30, 2021Mar 27, 2026

Per-event P&L distribution

20 trades in this sample · bar height ∝ count in each bucket (gross % per event).

<-3%

-3..-1%

-1..0%

0..1%

1..3%

>3%

Scenario P&L by event · KDP (20)

Scenario P&L — updates with exit mode, window, and quarter. History adds gap, touch, drawdown, and a fixed P&L 5d % (MOC). Same per-row % as that column only for MOC + 5d on the same rows. Oldest → newest, gross pre-ex close basis.

Ex-date	P&L
Jun 30, 2021	+0.53%
Sep 30, 2021	+0.54%
Jan 5, 2022	+0.50%
Mar 31, 2022	+0.49%
Jun 30, 2022	+0.53%
Sep 29, 2022	+0.55%
Jan 5, 2023	+0.56%
Mar 30, 2023	+0.57%
Jun 29, 2023	+0.65%
Sep 28, 2023	+0.68%
Jan 4, 2024	+0.66%
Mar 27, 2024	+0.70%
Jun 28, 2024	-4.73%
Sep 27, 2024	+0.61%
Jan 3, 2025	-2.36%
Mar 28, 2025	+0.67%
Jun 27, 2025	+0.70%
Sep 26, 2025	+0.89%
Jan 2, 2026	+0.04%
Mar 27, 2026	+0.88%

Looking for full price seasonality? See KDP seasonality →

Frequently asked questions

What is the dividend capture success rate for KDP?: Across the last 20 ex-dividend events for Keurig Dr Pepper (KDP), the post-ex intraday high reached the pre-ex close within 30 trading days in 100% of cases, with a median time-to-touch of 2 trading days. We measure recovery via intraday high because that is when a GTC limit-order at the pre-ex close would actually fill, ending the trade at break-even with the dividend pocketed.
How long does it take KDP to recover its dividend gap?: Historically, KDP touches its pre-ex close in a median of 2 trading days, with the best case at 1 and the worst case at 19 trading days within our 30-day measurement window. A stricter close-based recovery (mark-to-MOC) is also computed in the database; explore it with the per-ticker simulator’s “Hold N days, exit MOC” mode rather than in the event table.
Is the dividend on KDP large enough to capture?: KDP has a signal-to-noise ratio of 0.39 (dividend / 14-day ATR). Values above 1.0 indicate the dividend is larger than the typical daily price swing, making capture trades more viable; below 0.5 means typical daily noise can easily wipe out the gain.
How does KDP compare to its sector for dividend capture?: Within Consumer Defensive, the median 30-day pre-ex touch rate is 95%. KDP sits at 100% — above the sector benchmark.
Why does KDP dividend capture measure recovery via intraday high, not close?: A realistic capture trade exits via a GTC limit-order at the pre-ex close: the moment the post-ex intraday high touches that level, the order fills and the trader pockets the dividend at break-even. Measuring recovery via close is stricter (mark-to-MOC); we expose that path in the per-ticker simulator as the "Hold N days, exit MOC" mode. The high-based primary metric directly answers the trader-facing question "would my limit have filled?" — close-based answers "would I have been flat at the bell?".
How are dividend capture trades taxed in the US?: Holding period matters. Dividends are "qualified" (taxed at the long-term capital gains rate, 0/15/20%) only when the underlying shares are held for more than 60 days during the 121-day window centered on the ex-dividend date. Dividend capture trades typically hold less than 61 days, so the dividend is taxed at your ordinary income bracket. Always consult a qualified tax advisor.
What are the main risks of a dividend capture strategy?: Three structural risks: (1) the share price may not recover the gap within your holding window; (2) ordinary-income tax can consume the after-tax yield; (3) transaction costs and bid/ask slippage can wipe out small dividends. Historical statistics measure base rates; they do not guarantee any single trade will work.