+42.1%
B vs KDP
+1,304.6%
-1,262.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +4.3% | +4.5% | -0.2% | +3.6% |
| 30D | -0.9% | +18.5% | -19.4% | -3.5% |
| 3M | -1.4% | +20.8% | -22.2% | -4.3% |
| 6M | +5.0% | +29.4% | -24.4% | +0.6% |
| YTD | -5.8% | +35.9% | -41.7% | -10.6% |
| 1Y | +25.6% | +42.5% | -16.9% | +18.3% |
| 3Y | +161.6% | +29.4% | +132.2% | +148.3% |
| 5Y | +135.2% | +15.8% | +119.4% | +126.9% |
| 10Y | +170.7% | +236.5% | -65.7% | +110.0% |
| All | +42.1% | +1,304.6% | -1,262.5% | -26.3% |
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 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