+31.8%
BA vs KDP
+231.8%
-200.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.1% | +2.2% | -1.1% | +0.3% |
| 30D | -7.9% | +19.9% | -27.9% | -12.9% |
| 3M | -25.3% | +21.5% | -46.8% | -29.8% |
| 6M | -24.6% | +30.1% | -54.7% | -30.9% |
| YTD | -20.1% | +34.9% | -55.1% | -28.0% |
| 1Y | -11.8% | +43.4% | -55.1% | -22.0% |
| 3Y | -10.1% | +29.1% | -39.2% | -19.6% |
| 5Y | -22.7% | +15.0% | -37.7% | -28.2% |
| All | +31.8% | +231.8% | -200.1% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling