+499.1%
DIA vs KDP
+1,294.8%
-795.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.9% | +2.2% | -3.2% | -1.7% |
| 30D | +0.3% | +19.9% | -19.7% | -5.7% |
| 3M | -4.5% | +21.5% | -26.0% | -10.8% |
| 6M | +3.4% | +30.1% | -26.8% | -6.0% |
| YTD | +7.8% | +34.9% | -27.2% | -3.6% |
| 1Y | +10.7% | +43.4% | -32.6% | -3.0% |
| 3Y | +57.5% | +29.1% | +28.5% | +40.1% |
| 5Y | +53.7% | +15.0% | +38.7% | +41.6% |
| 10Y | +247.2% | +234.1% | +13.1% | +108.4% |
| All | +499.1% | +1,294.8% | -795.6% | +88.2% |
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