-10.6%
BA vs KDP
+41.3%
-52.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.8% | +1.4% |
| 7D | +5.9% | +5.3% | +0.6% | +5.2% |
| 30D | -8.2% | +19.1% | -27.3% | -9.8% |
| 3M | -25.4% | +19.2% | -44.5% | -26.6% |
| 6M | -20.0% | +29.3% | -49.3% | -23.0% |
| YTD | -18.5% | +35.5% | -54.0% | -22.0% |
| 1Y | -10.6% | +43.5% | -54.1% | -15.0% |
| All | -10.6% | +41.3% | -52.0% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling