+220.1%
C vs KDP
+235.7%
-15.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.2% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | -5.4% | +16.3% | -21.7% | -9.7% |
| 3M | -9.2% | +24.0% | -33.1% | -15.2% |
| 6M | -1.8% | +30.0% | -31.8% | -10.1% |
| YTD | +6.7% | +36.1% | -29.4% | -4.4% |
| 1Y | +23.5% | +46.8% | -23.3% | +7.7% |
| 3Y | +219.8% | +30.5% | +189.3% | +183.5% |
| 5Y | +112.4% | +17.9% | +94.5% | +94.5% |
| 10Y | +220.1% | +239.3% | -19.2% | +153.8% |
| All | +220.1% | +235.7% | -15.6% | +153.8% |
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