+240.9%
DIA vs KDP
+235.7%
+5.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.0% |
| 7D | +0.8% | +0.3% | +0.4% | +0.6% |
| 30D | +1.4% | +16.3% | -14.9% | -2.5% |
| 3M | -2.7% | +24.0% | -26.7% | -8.1% |
| 6M | +6.2% | +30.0% | -23.8% | -1.2% |
| YTD | +10.1% | +36.1% | -26.0% | +0.8% |
| 1Y | +13.0% | +46.8% | -33.8% | +1.2% |
| 3Y | +61.9% | +30.5% | +31.4% | +47.4% |
| 5Y | +57.1% | +17.9% | +39.2% | +47.0% |
| 10Y | +240.9% | +239.3% | +1.6% | +180.6% |
| All | +240.9% | +235.7% | +5.2% | +180.6% |
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 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