-23.9%
DIS vs KDP
+21.7%
-45.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | +0.6% | +4.0% | -3.4% | -0.3% |
| 30D | +10.3% | +16.8% | -6.5% | +6.6% |
| 3M | +15.6% | +32.0% | -16.5% | +8.8% |
| 6M | +15.1% | +35.2% | -20.0% | +7.6% |
| YTD | +6.0% | +40.9% | -34.9% | -2.1% |
| 1Y | +5.7% | +47.7% | -42.0% | -3.4% |
| 3Y | +39.8% | +34.8% | +5.0% | +26.9% |
| 5Y | -23.9% | +22.6% | -46.5% | -29.3% |
| All | -23.9% | +21.7% | -45.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling