+202.9%
B vs KDP
+6.3%
+196.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +9.4% | +6.0% | +3.4% | +8.9% |
| 3M | +5.0% | +9.2% | -4.2% | +4.1% |
| 6M | -3.5% | +14.7% | -18.2% | -4.8% |
| YTD | +4.5% | +19.2% | -14.7% | +2.8% |
| 1Y | +67.8% | +15.2% | +52.6% | +65.9% |
| All | +202.9% | +6.3% | +196.6% | +201.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling