-4.6%
BA vs KDP
+6.1%
-10.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.2% |
| 3M | -2.4% | +9.2% | -11.6% | -3.6% |
| 6M | -6.6% | +14.7% | -21.3% | -8.6% |
| YTD | -2.2% | +19.2% | -21.4% | -4.8% |
| 1Y | -8.0% | +15.2% | -23.2% | -10.1% |
| All | -4.6% | +6.1% | -10.7% | -9.0% |
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 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