+446.2%
APP vs KDP
+19.8%
+426.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.3% | +30.8% | +31.0% |
| 7D | +39.7% | +4.5% | +35.2% | +38.9% |
| 30D | +27.7% | +18.5% | +9.2% | +25.3% |
| 3M | -14.8% | +20.8% | -35.6% | -16.6% |
| 6M | -25.5% | +29.4% | -54.9% | -27.5% |
| YTD | -47.2% | +35.9% | -83.1% | -49.0% |
| 1Y | -42.3% | +42.5% | -84.7% | -44.8% |
| 3Y | +806.8% | +29.4% | +777.4% | +746.7% |
| 5Y | +261.6% | +15.8% | +245.8% | +264.5% |
| All | +446.2% | +19.8% | +426.4% | +438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling