+207.0%
C vs KDP
+247.6%
-40.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.8% |
| 7D | +4.2% | -0.8% | +5.0% | +4.3% |
| 30D | +2.0% | +9.7% | -7.7% | -1.1% |
| 3M | -10.1% | +17.6% | -27.7% | -14.8% |
| 6M | +1.0% | +25.8% | -24.8% | -6.7% |
| YTD | +8.5% | +33.9% | -25.4% | -2.6% |
| 1Y | +25.7% | +38.9% | -13.1% | +11.4% |
| 3Y | +216.0% | +26.8% | +189.2% | +182.2% |
| 5Y | +112.3% | +16.3% | +96.0% | +94.7% |
| All | +207.0% | +247.6% | -40.5% | +138.4% |
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