+474.0%
AVGO vs KDP
+14.9%
+459.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -9.9% | +2.2% | -12.1% | -9.9% |
| 30D | -22.0% | +19.9% | -41.9% | -22.1% |
| 3M | -30.0% | +21.5% | -51.5% | -30.2% |
| 6M | -30.7% | +30.1% | -60.8% | -31.5% |
| YTD | -14.7% | +34.9% | -49.6% | -16.0% |
| 1Y | -16.8% | +43.4% | -60.2% | -18.8% |
| 3Y | +244.4% | +29.1% | +215.3% | +228.1% |
| All | +474.0% | +14.9% | +459.1% | +460.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling