+16.4%
B vs KDP
+49.2%
-32.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.8% | -7.9% | -6.4% |
| 7D | +7.1% | +8.2% | -1.1% | +5.7% |
| 30D | -3.3% | +18.4% | -21.7% | -5.4% |
| 3M | -2.5% | +29.2% | -31.8% | -5.1% |
| 6M | -7.2% | +32.3% | -39.5% | -10.2% |
| YTD | -7.4% | +38.5% | -45.8% | -8.0% |
| 1Y | +16.4% | +48.5% | -32.1% | +14.6% |
| All | +16.4% | +49.2% | -32.7% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling