+200.5%
B vs KDP
+235.7%
-35.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.1% |
| 7D | +11.3% | +0.3% | +11.0% | +11.3% |
| 30D | +2.9% | +16.3% | -13.4% | +1.4% |
| 3M | -2.9% | +24.0% | -26.8% | -4.9% |
| 6M | -1.2% | +30.0% | -31.2% | -3.8% |
| YTD | -1.3% | +36.1% | -37.4% | -4.5% |
| 1Y | +30.4% | +46.8% | -16.4% | +25.3% |
| 3Y | +195.3% | +30.5% | +164.8% | +186.2% |
| 5Y | +146.2% | +17.9% | +128.3% | +141.5% |
| 10Y | +200.5% | +239.3% | -38.8% | +161.8% |
| All | +200.5% | +235.7% | -35.2% | +161.8% |
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 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