+34.2%
DIS vs KDP
+231.8%
-197.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +5.2% | +2.2% | +3.0% | +4.6% |
| 30D | +11.5% | +19.9% | -8.5% | +6.3% |
| 3M | +11.5% | +21.5% | -10.0% | +5.9% |
| 6M | +8.9% | +30.1% | -21.2% | +1.4% |
| YTD | +3.4% | +34.9% | -31.5% | -4.9% |
| 1Y | +7.2% | +43.4% | -36.2% | -3.0% |
| 3Y | +43.3% | +29.1% | +14.2% | +30.9% |
| 5Y | -31.4% | +15.0% | -46.4% | -35.4% |
| All | +34.2% | +231.8% | -197.6% | +9.1% |
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