+500.0%
APP vs KDP
+18.9%
+481.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +9.9% |
| 7D | +71.2% | +2.2% | +69.0% | +70.6% |
| 30D | +39.1% | +19.9% | +19.1% | +36.2% |
| 3M | +16.5% | +21.5% | -4.9% | +13.9% |
| 6M | -16.6% | +30.1% | -46.7% | -18.8% |
| YTD | -41.9% | +34.9% | -76.9% | -44.0% |
| 1Y | -37.0% | +43.4% | -80.4% | -39.9% |
| 3Y | +892.4% | +29.1% | +863.4% | +825.2% |
| 5Y | +297.3% | +15.0% | +282.3% | +300.8% |
| All | +500.0% | +18.9% | +481.1% | +492.5% |
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