+147.4%
ADI vs KDP
+29.0%
+118.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.7% | +8.5% |
| 7D | -4.4% | +0.3% | -4.7% | -4.4% |
| 30D | -2.8% | +16.3% | -19.1% | -5.1% |
| 3M | +1.5% | +24.0% | -22.5% | -2.1% |
| 6M | -4.7% | +30.0% | -34.7% | -9.9% |
| YTD | +46.8% | +36.1% | +10.7% | +36.9% |
| 1Y | +74.9% | +46.8% | +28.1% | +60.3% |
| 3Y | +147.4% | +30.5% | +117.0% | +127.0% |
| All | +147.4% | +29.0% | +118.5% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling