-10.6%
BA vs KDP
+29.6%
-40.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -0.1% | +4.5% | -4.6% | -0.6% |
| 30D | -9.1% | +18.5% | -27.6% | -10.8% |
| 3M | -28.2% | +20.8% | -49.0% | -29.6% |
| 6M | -23.1% | +29.4% | -52.5% | -25.5% |
| YTD | -20.6% | +35.9% | -56.4% | -23.6% |
| 1Y | -12.7% | +42.5% | -55.2% | -16.6% |
| All | -10.6% | +29.6% | -40.2% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling