+2,105.4%
FIX vs KDP
+6.0%
+2,099.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +6.0% | +1.3% | +4.8% | +5.9% |
| 30D | -7.2% | +6.0% | -13.2% | -7.6% |
| 3M | -15.9% | +9.2% | -25.0% | -16.8% |
| 6M | +12.7% | +14.7% | -2.0% | +10.4% |
| YTD | +72.8% | +19.2% | +53.6% | +68.3% |
| 1Y | +122.9% | +15.2% | +107.7% | +118.3% |
| 3Y | +774.3% | +6.0% | +768.4% | +749.5% |
| All | +2,105.4% | +6.0% | +2,099.4% | +2,009.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling