-31.1%
DRAM vs KDP
+18.7%
-49.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | +0.3% | -18.2% | -17.8% |
| 7D | -28.5% | +4.5% | -33.0% | -26.5% |
| 30D | -37.8% | +18.5% | -56.3% | -34.5% |
| 3M | -31.1% | +20.8% | -52.0% | -27.7% |
| All | -31.1% | +18.7% | -49.8% | -27.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling