+59.7%
DIA vs KDP
+28.1%
+31.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.2% |
| 7D | +2.1% | -0.8% | +2.9% | +2.2% |
| 30D | +1.5% | +9.7% | -8.2% | +0.3% |
| 3M | -2.4% | +17.6% | -20.0% | -4.3% |
| 6M | +6.0% | +25.8% | -19.8% | +2.9% |
| YTD | +10.1% | +33.9% | -23.8% | +5.9% |
| 1Y | +11.8% | +38.9% | -27.1% | +7.0% |
| 3Y | +59.7% | +26.8% | +32.9% | +55.8% |
| All | +59.7% | +28.1% | +31.6% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling