+36.6%
DIS vs KDP
+235.7%
-199.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +10.2% | +16.3% | -6.1% | +6.0% |
| 3M | +13.5% | +24.0% | -10.4% | +7.3% |
| 6M | +11.1% | +30.0% | -18.9% | +3.5% |
| YTD | +5.5% | +36.1% | -30.6% | -3.2% |
| 1Y | +9.1% | +46.8% | -37.7% | -1.9% |
| 3Y | +36.0% | +30.5% | +5.5% | +23.9% |
| 5Y | -29.8% | +17.9% | -47.7% | -34.3% |
| 10Y | +36.6% | +239.3% | -202.7% | +10.8% |
| All | +36.6% | +235.7% | -199.1% | +10.8% |
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 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