-6.1%
F vs KDP
+39.5%
-45.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | 0.0% | +9.7% | -9.7% | -1.8% |
| 3M | -13.2% | +17.6% | -30.8% | -15.9% |
| 6M | -10.2% | +25.8% | -36.0% | -14.6% |
| YTD | -4.9% | +33.9% | -38.8% | -9.7% |
| 1Y | -6.1% | +38.9% | -45.0% | -11.7% |
| All | -6.1% | +39.5% | -45.6% | -11.7% |
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 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