+113.6%
C vs KDP
+16.7%
+96.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | +4.2% | -0.8% | +5.0% | +4.2% |
| 30D | +2.0% | +9.7% | -7.7% | +0.3% |
| 3M | -10.1% | +17.6% | -27.7% | -12.7% |
| 6M | +1.0% | +25.8% | -24.8% | -3.4% |
| YTD | +8.5% | +33.9% | -25.4% | +1.9% |
| 1Y | +25.7% | +38.9% | -13.1% | +17.1% |
| 3Y | +216.0% | +26.8% | +189.2% | +192.9% |
| All | +113.6% | +16.7% | +96.9% | +104.0% |
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