+641.7%
BE vs KDP
+87.0%
+554.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.1% | -5.1% |
| 7D | -13.4% | +8.2% | -21.6% | -16.4% |
| 30D | -33.9% | +18.4% | -52.3% | -39.2% |
| 3M | -12.0% | +29.2% | -41.2% | -22.6% |
| 6M | -29.0% | +32.3% | -61.2% | -39.9% |
| YTD | +113.4% | +38.5% | +74.9% | +74.0% |
| 1Y | +33.2% | +48.5% | -15.3% | +3.8% |
| 3Y | +1,659.2% | +32.5% | +1,626.7% | +1,226.0% |
| 5Y | +461.4% | +19.7% | +441.7% | +353.3% |
| All | +641.7% | +87.0% | +554.7% | +211.2% |
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