+653.5%
APP vs KDP
+6.1%
+647.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.1% |
| 7D | +0.9% | +1.3% | -0.4% | +1.0% |
| 30D | -23.3% | +6.0% | -29.3% | -22.9% |
| 3M | -42.6% | +9.2% | -51.8% | -42.0% |
| 6M | -33.6% | +14.7% | -48.3% | -32.1% |
| YTD | -52.4% | +19.2% | -71.6% | -51.1% |
| 1Y | -35.9% | +15.2% | -51.1% | -34.4% |
| All | +653.5% | +6.1% | +647.5% | +692.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling