+635.8%
BX vs KDP
+247.6%
+388.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.5% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +14.2% | +9.7% | +4.5% | +10.6% |
| 3M | -18.7% | +17.6% | -36.4% | -23.3% |
| 6M | +2.5% | +25.8% | -23.3% | -5.9% |
| YTD | -18.8% | +33.9% | -52.7% | -27.6% |
| 1Y | -10.3% | +38.9% | -49.2% | -21.2% |
| 3Y | +35.4% | +26.8% | +8.6% | +20.4% |
| 5Y | +0.3% | +16.3% | -16.1% | -7.0% |
| All | +635.8% | +247.6% | +388.2% | +483.6% |
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