+108.4%
B vs KDP
+13.5%
+94.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.4% | +4.3% | -1.8% |
| 7D | -6.2% | -4.0% | -2.2% | -5.5% |
| 30D | -6.6% | +8.5% | -15.1% | -7.9% |
| 3M | -7.9% | +20.7% | -28.6% | -10.7% |
| 6M | -16.8% | +23.2% | -40.0% | -19.9% |
| YTD | -11.7% | +30.5% | -42.2% | -15.9% |
| 1Y | +3.5% | +35.9% | -32.4% | -2.2% |
| 3Y | +165.7% | +24.8% | +140.9% | +150.9% |
| 5Y | +108.4% | +13.4% | +95.0% | +106.3% |
| All | +108.4% | +13.5% | +94.9% | +106.3% |
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