-20.5%
C vs KDP
+1,132.0%
-1,152.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +3.6% | +1.3% | +2.4% | +2.9% |
| 30D | +0.1% | +6.0% | -5.9% | -3.5% |
| 3M | +2.4% | +9.2% | -6.8% | -3.7% |
| 6M | +24.9% | +14.7% | +10.2% | +13.3% |
| YTD | +19.8% | +19.2% | +0.6% | +5.3% |
| 1Y | +44.9% | +15.2% | +29.7% | +28.7% |
| 3Y | +263.0% | +6.0% | +257.0% | +226.0% |
| 5Y | +129.5% | +5.4% | +124.1% | +102.4% |
| 10Y | +291.6% | +171.9% | +119.7% | +54.6% |
| All | -20.5% | +1,132.0% | -1,152.5% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling