-31.3%
C vs KDP
+1,304.6%
-1,335.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.2% |
| 7D | -5.3% | +4.5% | -9.8% | -7.9% |
| 30D | -7.3% | +18.5% | -25.8% | -16.2% |
| 3M | -13.5% | +20.8% | -34.3% | -23.1% |
| 6M | -6.5% | +29.4% | -35.9% | -20.9% |
| YTD | +3.6% | +35.9% | -32.3% | -16.1% |
| 1Y | +18.9% | +42.5% | -23.6% | -6.7% |
| 3Y | +205.0% | +29.4% | +175.6% | +142.4% |
| 5Y | +109.4% | +15.8% | +93.6% | +75.1% |
| 10Y | +232.9% | +236.5% | -3.5% | +13.3% |
| All | -31.3% | +1,304.6% | -1,335.9% | -95.4% |
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