+57.6%
B vs KDP
+1,132.0%
-1,074.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | +9.4% | +6.0% | +3.4% | +8.4% |
| 3M | +5.0% | +9.2% | -4.2% | +3.3% |
| 6M | -3.5% | +14.7% | -18.2% | -5.9% |
| YTD | +4.5% | +19.2% | -14.7% | +1.2% |
| 1Y | +67.8% | +15.2% | +52.6% | +63.1% |
| 3Y | +196.7% | +6.0% | +190.7% | +190.6% |
| 5Y | +151.9% | +5.4% | +146.5% | +146.5% |
| 10Y | +202.2% | +171.9% | +30.3% | +143.8% |
| All | +57.6% | +1,132.0% | -1,074.3% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling