+79.8%
F vs KDP
+231.8%
-152.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +1.6% | +2.2% | -0.7% | +0.9% |
| 30D | +2.6% | +19.9% | -17.3% | -2.6% |
| 3M | -8.8% | +21.5% | -30.3% | -13.9% |
| 6M | +4.6% | +30.1% | -25.5% | -3.4% |
| YTD | -1.9% | +34.9% | -36.8% | -10.7% |
| 1Y | -0.8% | +43.4% | -44.1% | -11.3% |
| 3Y | +43.5% | +29.1% | +14.4% | +29.5% |
| 5Y | -12.1% | +15.0% | -27.0% | -17.2% |
| All | +79.8% | +231.8% | -152.0% | +57.9% |
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