+235.3%
DIA vs KDP
+238.8%
-3.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.0% | +1.5% |
| 7D | +1.6% | -4.0% | +5.6% | +2.5% |
| 30D | +1.2% | +8.5% | -7.2% | -1.0% |
| 3M | -2.4% | +20.7% | -23.1% | -7.3% |
| 6M | +5.7% | +23.2% | -17.5% | -0.5% |
| YTD | +9.9% | +30.5% | -20.6% | +1.5% |
| 1Y | +9.8% | +35.9% | -26.1% | +0.2% |
| 3Y | +59.8% | +24.8% | +34.9% | +46.9% |
| 5Y | +57.7% | +13.4% | +44.3% | +48.8% |
| All | +235.3% | +238.8% | -3.5% | +174.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling