+3.7%
F vs KDP
+41.3%
-37.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +1.6% |
| 7D | +6.0% | +5.3% | +0.7% | +4.8% |
| 30D | +4.3% | +19.1% | -14.8% | +0.7% |
| 3M | -10.1% | +19.2% | -29.2% | -13.1% |
| 6M | +12.8% | +29.3% | -16.5% | +6.7% |
| YTD | -0.1% | +35.5% | -35.6% | -5.3% |
| 1Y | +3.7% | +43.5% | -39.8% | -2.2% |
| All | +3.7% | +41.3% | -37.7% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling