-29.9%
BITO vs KDP
+15.4%
-45.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | +2.9% | +1.3% | +1.6% | +2.9% |
| 30D | +22.6% | +6.0% | +16.6% | +22.6% |
| 3M | +24.7% | +9.2% | +15.5% | +24.7% |
| 6M | +7.5% | +14.7% | -7.2% | +6.7% |
| YTD | -10.8% | +19.2% | -30.0% | -12.3% |
| 1Y | -29.9% | +15.2% | -45.1% | -27.9% |
| All | -29.9% | +15.4% | -45.3% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling