+239.3%
BA vs KDP
+1,132.0%
-892.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +1.2% | +1.3% | -0.1% | +0.7% |
| 30D | -11.6% | +6.0% | -17.6% | -13.8% |
| 3M | -2.4% | +9.2% | -11.6% | -6.4% |
| 6M | -6.6% | +14.7% | -21.3% | -12.4% |
| YTD | -2.2% | +19.2% | -21.4% | -10.0% |
| 1Y | -8.0% | +15.2% | -23.2% | -14.6% |
| 3Y | -5.0% | +6.0% | -11.0% | -10.8% |
| 5Y | -2.7% | +5.4% | -8.1% | -9.0% |
| 10Y | +75.9% | +171.9% | -96.0% | +4.0% |
| All | +239.3% | +1,132.0% | -892.7% | -12.4% |
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