+2,475.6%
AVGO vs KDP
+248.3%
+2,227.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.2% | +3.5% |
| 7D | 0.0% | +8.2% | -8.2% | -1.9% |
| 30D | -8.2% | +18.4% | -26.5% | -12.1% |
| 3M | -21.3% | +29.2% | -50.5% | -26.6% |
| 6M | -22.5% | +32.3% | -54.8% | -28.8% |
| YTD | -3.6% | +38.5% | -42.0% | -13.0% |
| 1Y | -6.7% | +48.5% | -55.2% | -17.8% |
| 3Y | +258.1% | +32.5% | +225.7% | +215.6% |
| 5Y | +560.9% | +19.7% | +541.2% | +504.5% |
| 10Y | +2,475.6% | +256.4% | +2,219.2% | +1,582.3% |
| All | +2,475.6% | +248.3% | +2,227.4% | +1,582.3% |
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