+911.5%
BE vs KDP
+61.0%
+850.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +7.8% |
| 7D | +20.0% | +1.3% | +18.7% | +19.3% |
| 30D | +7.9% | +6.0% | +1.9% | +4.8% |
| 3M | -13.2% | +9.2% | -22.4% | -18.8% |
| 6M | +53.5% | +14.7% | +38.8% | +38.9% |
| YTD | +191.0% | +19.2% | +171.8% | +155.9% |
| 1Y | +360.5% | +15.2% | +345.3% | +306.9% |
| 3Y | +1,568.0% | +6.0% | +1,562.0% | +1,343.8% |
| 5Y | +1,055.2% | +5.4% | +1,049.8% | +882.9% |
| All | +911.5% | +61.0% | +850.5% | +357.8% |
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