+1,122.0%
DELL vs KDP
+6.3%
+1,115.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +25.6% | +2.1% | +23.5% | +25.5% |
| 30D | +17.7% | +8.5% | +9.2% | +17.4% |
| 3M | +33.4% | +6.6% | +26.8% | +32.7% |
| 6M | +266.2% | +17.1% | +249.1% | +260.7% |
| YTD | +328.0% | +19.0% | +309.0% | +320.0% |
| 1Y | +339.6% | +21.8% | +317.8% | +329.4% |
| 3Y | +694.6% | +6.4% | +688.2% | +686.2% |
| 5Y | +1,122.0% | +5.1% | +1,116.8% | +1,142.7% |
| All | +1,122.0% | +6.3% | +1,115.7% | +1,142.7% |
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