+668.7%
BX vs KDP
+173.4%
+495.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.2% | -3.2% |
| 7D | -5.7% | -1.6% | -4.1% | -5.1% |
| 30D | -8.9% | +9.5% | -18.4% | -11.7% |
| 3M | +8.4% | +2.6% | +5.8% | +7.0% |
| 6M | +18.9% | +15.6% | +3.3% | +12.2% |
| YTD | -13.6% | +17.3% | -31.0% | -19.3% |
| 1Y | -22.4% | +20.1% | -42.5% | -28.5% |
| 3Y | +26.0% | +4.9% | +21.1% | +20.1% |
| 5Y | +18.8% | +5.0% | +13.8% | +14.2% |
| 10Y | +668.7% | +179.8% | +489.0% | +533.2% |
| All | +668.7% | +173.4% | +495.3% | +533.2% |
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