+636.4%
ADI vs KDP
+173.4%
+463.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.0% |
| 7D | +2.6% | -1.6% | +4.2% | +3.2% |
| 30D | -4.6% | +9.5% | -14.1% | -7.8% |
| 3M | -9.5% | +2.6% | -12.1% | -11.1% |
| 6M | +14.8% | +15.6% | -0.8% | +7.8% |
| YTD | +35.8% | +17.3% | +18.5% | +26.4% |
| 1Y | +48.9% | +20.1% | +28.8% | +37.0% |
| 3Y | +115.6% | +4.9% | +110.7% | +104.9% |
| 5Y | +135.1% | +5.0% | +130.1% | +122.7% |
| 10Y | +636.4% | +179.8% | +456.7% | +445.2% |
| All | +636.4% | +173.4% | +463.0% | +445.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling