+37.2%
DIS vs KDP
+28.1%
+9.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.2% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +9.2% | +9.7% | -0.6% | +7.7% |
| 3M | +13.5% | +17.6% | -4.1% | +10.9% |
| 6M | +14.3% | +25.8% | -11.5% | +10.7% |
| YTD | +5.4% | +33.9% | -28.5% | +1.2% |
| 1Y | +12.2% | +38.9% | -26.7% | +7.2% |
| 3Y | +37.2% | +26.8% | +10.4% | +28.5% |
| All | +37.2% | +28.1% | +9.1% | +28.5% |
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