+105.9%
C vs KDP
+14.9%
+91.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -2.4% | +2.2% | -4.6% | -2.8% |
| 30D | -6.0% | +19.9% | -25.9% | -8.8% |
| 3M | -10.5% | +21.5% | -32.0% | -13.6% |
| 6M | -5.7% | +30.1% | -35.8% | -10.3% |
| YTD | +4.1% | +34.9% | -30.8% | -2.2% |
| 1Y | +20.5% | +43.4% | -22.9% | +11.4% |
| 3Y | +208.1% | +29.1% | +179.0% | +184.4% |
| All | +105.9% | +14.9% | +91.0% | +98.6% |
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