+46.4%
DRAM vs KDP
+48.2%
-1.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -1.6% |
| 7D | -14.7% | +8.2% | -22.9% | -10.2% |
| 30D | -28.9% | +18.4% | -47.3% | -21.3% |
| 3M | -18.1% | +29.2% | -47.3% | -5.1% |
| 6M | -23.0% | +32.3% | -55.3% | -10.2% |
| All | +46.4% | +48.2% | -1.8% | +80.4% |
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 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