+265.0%
C vs KDP
+6.1%
+258.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +3.6% | +1.3% | +2.4% | +3.6% |
| 30D | +0.1% | +6.0% | -5.9% | -0.3% |
| 3M | +2.4% | +9.2% | -6.8% | +1.8% |
| 6M | +24.9% | +14.7% | +10.2% | +23.7% |
| YTD | +19.8% | +19.2% | +0.6% | +17.9% |
| 1Y | +44.9% | +15.2% | +29.7% | +43.1% |
| All | +265.0% | +6.1% | +258.9% | +260.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling