+3,759.0%
FIX vs KDP
+264.7%
+3,494.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.3% | +4.7% |
| 7D | +6.4% | +4.0% | +2.5% | +5.7% |
| 30D | -29.1% | +16.8% | -45.9% | -31.5% |
| 3M | -31.1% | +32.0% | -63.2% | -35.5% |
| 6M | -42.8% | +35.2% | -78.0% | -47.1% |
| YTD | +24.6% | +40.9% | -16.3% | +13.6% |
| 1Y | +21.9% | +47.7% | -25.7% | +9.8% |
| 3Y | +524.9% | +34.8% | +490.1% | +458.6% |
| 5Y | +1,092.2% | +22.6% | +1,069.6% | +999.5% |
| 10Y | +3,759.0% | +266.4% | +3,492.6% | +2,854.6% |
| All | +3,759.0% | +264.7% | +3,494.3% | +2,854.6% |
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 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