+668.0%
BE vs KDP
+80.8%
+587.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -6.0% |
| 7D | +10.8% | -0.8% | +11.6% | +11.1% |
| 30D | -19.8% | +9.7% | -29.5% | -23.7% |
| 3M | -18.7% | +17.6% | -36.3% | -25.4% |
| 6M | -33.7% | +25.8% | -59.5% | -42.7% |
| YTD | +121.0% | +33.9% | +87.1% | +82.6% |
| 1Y | +85.4% | +38.9% | +46.5% | +49.7% |
| 3Y | +1,709.5% | +26.8% | +1,682.7% | +1,294.7% |
| 5Y | +462.2% | +16.3% | +445.9% | +357.8% |
| All | +668.0% | +80.8% | +587.2% | +226.6% |
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 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