+53.9%
F vs KDP
+6.0%
+47.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.7% |
| 7D | +5.3% | +1.3% | +4.1% | +4.9% |
| 30D | +4.6% | +6.0% | -1.4% | +2.6% |
| 3M | -3.7% | +9.2% | -12.9% | -6.8% |
| 6M | +16.8% | +14.7% | +2.1% | +11.0% |
| YTD | +15.3% | +19.2% | -3.9% | +7.9% |
| 1Y | +31.0% | +15.2% | +15.8% | +23.7% |
| 3Y | +45.4% | +6.0% | +39.5% | +37.3% |
| All | +53.9% | +6.0% | +47.9% | +42.6% |
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