+6.5%
FIX vs KDP
+42.4%
-36.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +5.1% |
| 7D | -17.5% | +2.2% | -19.7% | -16.0% |
| 30D | -41.6% | +19.9% | -61.5% | -38.2% |
| 3M | -40.6% | +21.5% | -62.1% | -36.9% |
| 6M | -49.4% | +30.1% | -79.5% | -47.1% |
| YTD | +9.2% | +34.9% | -25.8% | +15.4% |
| 1Y | +6.5% | +43.4% | -36.9% | +17.9% |
| All | +6.5% | +42.4% | -36.0% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling