+69.0%
F vs KDP
+264.7%
-195.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | -2.1% | +4.0% | -6.1% | -3.3% |
| 30D | +3.3% | +16.8% | -13.5% | -1.2% |
| 3M | -11.3% | +32.0% | -43.3% | -18.3% |
| 6M | +5.3% | +35.2% | -29.8% | -3.9% |
| YTD | -2.2% | +40.9% | -43.1% | -12.2% |
| 1Y | -3.5% | +47.7% | -51.2% | -14.6% |
| 3Y | +49.5% | +34.8% | +14.7% | +33.0% |
| 5Y | -13.5% | +22.6% | -36.2% | -20.1% |
| 10Y | +69.0% | +266.4% | -197.4% | +39.7% |
| All | +69.0% | +264.7% | -195.7% | +39.7% |
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 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