+1,683.8%
ADI vs KDP
+1,331.3%
+352.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | -6.3% | +8.2% | -14.5% | -9.0% |
| 30D | -3.2% | +18.4% | -21.5% | -9.2% |
| 3M | +2.8% | +29.2% | -26.5% | -7.0% |
| 6M | -5.0% | +32.3% | -37.3% | -15.4% |
| YTD | +46.3% | +38.5% | +7.8% | +27.7% |
| 1Y | +71.6% | +48.5% | +23.1% | +45.8% |
| 3Y | +139.2% | +32.5% | +106.7% | +108.0% |
| 5Y | +136.4% | +19.7% | +116.7% | +112.9% |
| 10Y | +636.2% | +256.4% | +379.8% | +333.2% |
| All | +1,683.8% | +1,331.3% | +352.5% | +500.6% |
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