-10.6%
BITO vs KDP
+2.3%
-12.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | -5.8% | -4.3% | -1.5% | -4.9% |
| 30D | +21.1% | +7.8% | +13.3% | +19.2% |
| 3M | +23.5% | -0.1% | +23.5% | +23.2% |
| 6M | +8.3% | +14.0% | -5.7% | +4.5% |
| YTD | -13.9% | +15.1% | -28.9% | -17.5% |
| 1Y | -34.5% | +18.5% | -53.0% | -38.0% |
| 3Y | +147.0% | +2.9% | +144.1% | +140.2% |
| All | -10.6% | +2.3% | -12.9% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling