+42.9%
B vs KDP
+1,294.8%
-1,251.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +9.6% | +2.2% | +7.4% | +9.2% |
| 30D | +3.5% | +19.9% | -16.4% | +0.6% |
| 3M | -1.6% | +21.5% | -23.1% | -4.6% |
| 6M | -1.7% | +30.1% | -31.8% | -5.9% |
| YTD | -5.3% | +34.9% | -40.3% | -10.0% |
| 1Y | +27.2% | +43.4% | -16.2% | +19.7% |
| 3Y | +166.1% | +29.1% | +137.0% | +152.7% |
| 5Y | +136.5% | +15.0% | +121.5% | +128.4% |
| 10Y | +172.2% | +234.1% | -61.9% | +111.4% |
| All | +42.9% | +1,294.8% | -1,251.9% | -25.8% |
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