+367.9%
APP vs KDP
+3.4%
+364.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -4.4% | -1.6% | -2.8% | -4.2% |
| 30D | -10.0% | +9.5% | -19.5% | -10.9% |
| 3M | -41.4% | +2.6% | -44.1% | -41.6% |
| 6M | -41.0% | +15.6% | -56.6% | -41.8% |
| YTD | -54.7% | +17.3% | -72.1% | -55.6% |
| 1Y | -45.3% | +20.1% | -65.4% | -46.7% |
| 3Y | +624.3% | +4.9% | +619.4% | +609.4% |
| 5Y | +329.1% | +5.0% | +324.1% | +334.2% |
| All | +367.9% | +3.4% | +364.5% | +369.7% |
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