-8.0%
BA vs KDP
+15.4%
-23.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +1.2% | +1.3% | -0.1% | +1.0% |
| 30D | -11.6% | +6.0% | -17.6% | -12.1% |
| 3M | -2.4% | +9.2% | -11.6% | -3.8% |
| 6M | -6.6% | +14.7% | -21.3% | -9.2% |
| YTD | -2.2% | +19.2% | -21.4% | -5.2% |
| 1Y | -8.0% | +15.2% | -23.2% | -9.4% |
| All | -8.0% | +15.4% | -23.4% | -9.4% |
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