+30.8%
BX vs KDP
+6.5%
+24.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.0% | +2.1% | -4.0% | -2.2% |
| 30D | -2.3% | +8.5% | -10.8% | -3.3% |
| 3M | +18.5% | +6.6% | +11.9% | +17.4% |
| 6M | +23.7% | +17.1% | +6.7% | +21.0% |
| YTD | -10.4% | +19.0% | -29.4% | -12.8% |
| 1Y | -19.6% | +21.8% | -41.3% | -22.3% |
| 3Y | +30.8% | +6.4% | +24.4% | +24.9% |
| All | +30.8% | +6.5% | +24.3% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling