-11.8%
BA vs KDP
+42.4%
-54.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.1% | +2.2% | -1.1% | +0.8% |
| 30D | -7.9% | +19.9% | -27.9% | -9.6% |
| 3M | -25.3% | +21.5% | -46.8% | -26.7% |
| 6M | -24.6% | +30.1% | -54.7% | -27.5% |
| YTD | -20.1% | +34.9% | -55.1% | -23.5% |
| 1Y | -11.8% | +43.4% | -55.1% | -15.8% |
| All | -11.8% | +42.4% | -54.2% | -15.8% |
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 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