+5,892.0%
FIX vs KDP
+172.2%
+5,719.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +6.0% | +1.3% | +4.8% | +5.7% |
| 30D | -7.2% | +6.0% | -13.2% | -8.6% |
| 3M | -15.9% | +9.2% | -25.0% | -18.1% |
| 6M | +12.7% | +14.7% | -2.0% | +8.1% |
| YTD | +72.8% | +19.2% | +53.6% | +63.8% |
| 1Y | +122.9% | +15.2% | +107.7% | +112.4% |
| 3Y | +774.3% | +6.0% | +768.4% | +733.4% |
| 5Y | +2,049.5% | +5.4% | +2,044.1% | +1,949.6% |
| All | +5,892.0% | +172.2% | +5,719.7% | +4,956.3% |
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