+67.2%
F vs KDP
+238.8%
-171.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.4% | +4.5% | -0.7% |
| 7D | -3.9% | -4.0% | +0.1% | -2.8% |
| 30D | -0.5% | +8.5% | -8.9% | -2.8% |
| 3M | -12.9% | +20.7% | -33.6% | -17.7% |
| 6M | +1.5% | +23.2% | -21.6% | -4.9% |
| YTD | -5.0% | +30.5% | -35.5% | -12.8% |
| 1Y | -7.3% | +35.9% | -43.2% | -16.0% |
| 3Y | +45.3% | +24.8% | +20.4% | +32.1% |
| 5Y | -15.8% | +13.4% | -29.2% | -20.5% |
| All | +67.2% | +238.8% | -171.6% | +41.4% |
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