+691.7%
AVGO vs KDP
+6.0%
+685.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -3.0% | +1.3% | -4.2% | -3.0% |
| 30D | -14.4% | +6.0% | -20.4% | -14.6% |
| 3M | -14.4% | +9.2% | -23.6% | -15.1% |
| 6M | +13.1% | +14.7% | -1.6% | +11.8% |
| YTD | +3.8% | +19.2% | -15.4% | +2.0% |
| 1Y | +17.8% | +15.2% | +2.6% | +16.0% |
| 3Y | +325.3% | +6.0% | +319.3% | +319.5% |
| All | +691.7% | +6.0% | +685.6% | +684.8% |
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