+208.8%
C vs KDP
+248.3%
-39.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.3% |
| 7D | -0.4% | +8.2% | -8.6% | -2.7% |
| 30D | -5.2% | +18.4% | -23.5% | -10.0% |
| 3M | -9.1% | +29.2% | -38.3% | -16.2% |
| 6M | -1.6% | +32.3% | -33.8% | -10.4% |
| YTD | +6.9% | +38.5% | -31.5% | -4.8% |
| 1Y | +23.0% | +48.5% | -25.5% | +6.8% |
| 3Y | +216.1% | +32.5% | +183.7% | +178.7% |
| 5Y | +112.2% | +19.7% | +92.6% | +93.4% |
| 10Y | +208.8% | +256.4% | -47.6% | +135.5% |
| All | +208.8% | +248.3% | -39.5% | +135.5% |
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