-17.2%
F vs KDP
+16.7%
-33.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.7% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | 0.0% | +9.7% | -9.7% | -2.8% |
| 3M | -13.2% | +17.6% | -30.8% | -17.5% |
| 6M | -10.2% | +25.8% | -36.0% | -16.8% |
| YTD | -4.9% | +33.9% | -38.8% | -13.9% |
| 1Y | -6.1% | +38.9% | -45.0% | -16.0% |
| 3Y | +46.0% | +26.8% | +19.2% | +27.6% |
| All | -17.2% | +16.7% | -33.9% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling