-38.5%
FIX vs KDP
+20.7%
-59.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.9% | -21.0% | -10.3% |
| 7D | -18.9% | +5.3% | -24.2% | -15.0% |
| 30D | -36.3% | +19.1% | -55.4% | -30.5% |
| 3M | -38.5% | +19.2% | -57.7% | -32.6% |
| All | -38.5% | +20.7% | -59.3% | -32.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling