+113.6%
C vs KDP
+21.7%
+91.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.3% |
| 7D | -0.4% | +4.0% | -4.4% | -1.1% |
| 30D | -5.3% | +16.8% | -22.1% | -7.8% |
| 3M | -8.0% | +32.0% | -40.0% | -12.3% |
| 6M | -0.3% | +35.2% | -35.4% | -5.7% |
| YTD | +8.6% | +40.9% | -32.3% | +1.3% |
| 1Y | +25.8% | +47.7% | -21.8% | +15.9% |
| 3Y | +221.2% | +34.8% | +186.4% | +194.2% |
| 5Y | +113.6% | +22.6% | +90.9% | +102.2% |
| All | +113.6% | +21.7% | +91.9% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling