+528.8%
APP vs KDP
+20.0%
+508.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +79.2% | +0.3% | +78.8% | +78.9% |
| 30D | +48.0% | +16.3% | +31.7% | +45.4% |
| 3M | +18.2% | +24.0% | -5.8% | +15.3% |
| 6M | -12.5% | +30.0% | -42.5% | -14.9% |
| YTD | -39.2% | +36.1% | -75.2% | -41.3% |
| 1Y | -33.9% | +46.8% | -80.7% | -37.1% |
| 3Y | +933.3% | +30.5% | +902.8% | +861.3% |
| 5Y | +295.9% | +17.9% | +278.0% | +298.6% |
| All | +528.8% | +20.0% | +508.9% | +520.4% |
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