+1,772.3%
BX vs KDP
+1,132.0%
+640.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -4.4% | +1.3% | -5.7% | -4.9% |
| 30D | +0.1% | +6.0% | -5.9% | -2.7% |
| 3M | +16.0% | +9.2% | +6.8% | +10.8% |
| 6M | +21.6% | +14.7% | +6.9% | +12.8% |
| YTD | -8.9% | +19.2% | -28.1% | -17.4% |
| 1Y | -16.6% | +15.2% | -31.8% | -23.7% |
| 3Y | +43.3% | +6.0% | +37.4% | +33.3% |
| 5Y | +25.7% | +5.4% | +20.3% | +17.7% |
| 10Y | +689.5% | +171.9% | +517.6% | +337.1% |
| All | +1,772.3% | +1,132.0% | +640.3% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling