+22.0%
DIS vs KDP
+174.5%
-152.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | +3.5% | +6.0% | -2.5% | +1.9% |
| 3M | +6.8% | +9.2% | -2.4% | +4.2% |
| 6M | +3.0% | +14.7% | -11.7% | -1.0% |
| YTD | -6.7% | +19.2% | -25.9% | -11.4% |
| 1Y | -10.1% | +15.2% | -25.2% | -14.0% |
| 3Y | +33.0% | +6.0% | +27.1% | +28.2% |
| 5Y | -40.0% | +5.4% | -45.4% | -42.2% |
| All | +22.0% | +174.5% | -152.5% | +2.3% |
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