+214.8%
B vs KDP
+247.6%
-32.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -7.3% | -0.8% | -6.5% | -7.3% |
| 30D | -3.3% | +9.7% | -13.1% | -4.2% |
| 3M | -7.8% | +17.6% | -25.4% | -9.2% |
| 6M | -15.5% | +25.8% | -41.3% | -17.4% |
| YTD | -12.3% | +33.9% | -46.1% | -14.7% |
| 1Y | +5.4% | +38.9% | -33.5% | +2.0% |
| 3Y | +165.5% | +26.8% | +138.7% | +158.6% |
| 5Y | +107.0% | +16.3% | +90.7% | +103.6% |
| All | +214.8% | +247.6% | -32.7% | +206.0% |
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 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