+175.7%
BA vs KDP
+1,304.6%
-1,128.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -0.1% | +4.5% | -4.6% | -1.9% |
| 30D | -9.1% | +18.5% | -27.6% | -15.2% |
| 3M | -28.2% | +20.8% | -49.0% | -33.7% |
| 6M | -23.1% | +29.4% | -52.5% | -31.3% |
| YTD | -20.6% | +35.9% | -56.4% | -30.7% |
| 1Y | -12.7% | +42.5% | -55.2% | -25.5% |
| 3Y | -11.6% | +29.4% | -40.9% | -23.5% |
| 5Y | -23.1% | +15.8% | -38.9% | -30.7% |
| 10Y | +34.4% | +236.5% | -202.1% | -27.6% |
| All | +175.7% | +1,304.6% | -1,128.9% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling