+2,300.3%
AVGO vs KDP
+235.7%
+2,064.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +7.9% | +8.6% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | -11.6% | +16.3% | -27.9% | -15.1% |
| 3M | -25.2% | +24.0% | -49.2% | -29.5% |
| 6M | -25.4% | +30.0% | -55.4% | -31.2% |
| YTD | -7.2% | +36.1% | -43.3% | -16.0% |
| 1Y | -7.9% | +46.8% | -54.7% | -18.8% |
| 3Y | +262.1% | +30.5% | +231.6% | +219.9% |
| 5Y | +525.7% | +17.9% | +507.8% | +473.7% |
| 10Y | +2,300.3% | +239.3% | +2,061.1% | +1,513.5% |
| All | +2,300.3% | +235.7% | +2,064.6% | +1,513.5% |
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