+506.6%
APP vs KDP
+22.1%
+484.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -3.7% |
| 7D | +61.1% | +8.2% | +52.9% | +59.8% |
| 30D | +42.8% | +18.4% | +24.4% | +40.0% |
| 3M | +16.7% | +29.2% | -12.6% | +13.3% |
| 6M | -15.6% | +32.3% | -47.9% | -18.1% |
| YTD | -41.3% | +38.5% | -79.8% | -43.5% |
| 1Y | -39.3% | +48.5% | -87.8% | -42.3% |
| 3Y | +803.2% | +32.5% | +770.7% | +739.6% |
| 5Y | +313.2% | +19.7% | +293.5% | +315.3% |
| All | +506.6% | +22.1% | +484.5% | +497.3% |
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