+1,008.9%
BE vs KDP
+60.8%
+948.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.8% | +9.7% |
| 7D | +29.8% | +2.1% | +27.7% | +28.6% |
| 30D | +26.4% | +8.5% | +17.9% | +21.4% |
| 3M | +9.3% | +6.6% | +2.7% | +3.6% |
| 6M | +105.1% | +17.1% | +88.0% | +83.6% |
| YTD | +219.0% | +19.0% | +200.0% | +180.7% |
| 1Y | +418.8% | +21.8% | +397.0% | +342.3% |
| 3Y | +1,784.6% | +6.4% | +1,778.1% | +1,524.3% |
| 5Y | +1,251.0% | +5.1% | +1,245.8% | +1,052.5% |
| All | +1,008.9% | +60.8% | +948.1% | +402.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling