+672.8%
BX vs KDP
+248.3%
+424.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.8% |
| 7D | +3.7% | +8.2% | -4.5% | +0.9% |
| 30D | +8.2% | +18.4% | -10.1% | +2.2% |
| 3M | -12.7% | +29.2% | -41.9% | -20.1% |
| 6M | +1.0% | +32.3% | -31.3% | -8.8% |
| YTD | -17.2% | +38.5% | -55.7% | -27.0% |
| 1Y | -11.6% | +48.5% | -60.1% | -24.1% |
| 3Y | +36.8% | +32.5% | +4.3% | +19.7% |
| 5Y | +4.8% | +19.7% | -14.9% | -3.6% |
| 10Y | +672.8% | +256.4% | +416.4% | +503.3% |
| All | +672.8% | +248.3% | +424.5% | +503.3% |
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