+216.7%
F vs KDP
+1,304.6%
-1,088.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +1.4% | +4.5% | -3.1% | -0.4% |
| 30D | +2.0% | +18.5% | -16.5% | -4.7% |
| 3M | -10.4% | +20.8% | -31.2% | -17.1% |
| 6M | +9.7% | +29.4% | -19.7% | -1.6% |
| YTD | -1.2% | +35.9% | -37.1% | -13.6% |
| 1Y | 0.0% | +42.5% | -42.4% | -14.3% |
| 3Y | +41.1% | +29.4% | +11.7% | +22.3% |
| 5Y | -11.4% | +15.8% | -27.2% | -19.5% |
| 10Y | +85.0% | +236.5% | -151.5% | -0.9% |
| All | +216.7% | +1,304.6% | -1,088.0% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling