+391.7%
APP vs KDP
+5.1%
+386.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.7% |
| 30D | -23.3% | +6.0% | -29.3% | -23.8% |
| 3M | -42.6% | +9.2% | -51.8% | -43.1% |
| 6M | -33.6% | +14.7% | -48.3% | -34.4% |
| YTD | -52.4% | +19.2% | -71.6% | -53.4% |
| 1Y | -35.9% | +15.2% | -51.1% | -37.0% |
| 3Y | +642.2% | +6.0% | +636.2% | +627.8% |
| 5Y | +311.1% | +5.4% | +305.7% | +315.1% |
| All | +391.7% | +5.1% | +386.6% | +392.7% |
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