-11.5%
BX vs KDP
+36.0%
-47.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.4% | +4.6% | -1.8% |
| 7D | -1.1% | -4.0% | +2.9% | -0.5% |
| 30D | +8.8% | +8.5% | +0.4% | +8.6% |
| 3M | -18.3% | +20.7% | -39.0% | -18.2% |
| 6M | -1.5% | +23.2% | -24.7% | -1.2% |
| YTD | -19.9% | +30.5% | -50.4% | -18.6% |
| All | -11.5% | +36.0% | -47.5% | -11.1% |
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