+23.0%
C vs KDP
+49.2%
-26.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | +0.3% |
| 7D | -0.4% | +8.2% | -8.6% | 0.0% |
| 30D | -5.2% | +18.4% | -23.5% | -4.2% |
| 3M | -9.1% | +29.2% | -38.3% | -7.2% |
| 6M | -1.6% | +32.3% | -33.8% | +1.3% |
| YTD | +6.9% | +38.5% | -31.5% | +9.7% |
| 1Y | +23.0% | +48.5% | -25.5% | +28.3% |
| All | +23.0% | +49.2% | -26.2% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling