-31.9%
DIS vs KDP
+14.9%
-46.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +5.2% | +2.2% | +3.0% | +4.7% |
| 30D | +11.5% | +19.9% | -8.5% | +7.1% |
| 3M | +11.5% | +21.5% | -10.0% | +6.8% |
| 6M | +8.9% | +30.1% | -21.2% | +2.5% |
| YTD | +3.4% | +34.9% | -31.5% | -3.7% |
| 1Y | +7.2% | +43.4% | -36.2% | -1.5% |
| 3Y | +43.3% | +29.1% | +14.2% | +31.2% |
| All | -31.9% | +14.9% | -46.8% | -36.4% |
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