+1,027.6%
FIX vs KDP
+16.7%
+1,010.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.3% |
| 7D | +9.4% | -0.8% | +10.2% | +9.5% |
| 30D | -27.8% | +9.7% | -37.5% | -27.8% |
| 3M | -35.6% | +17.6% | -53.2% | -35.8% |
| 6M | -45.2% | +25.8% | -71.0% | -46.0% |
| YTD | +19.5% | +33.9% | -14.4% | +16.6% |
| 1Y | +24.2% | +38.9% | -14.6% | +20.7% |
| 3Y | +494.2% | +26.8% | +467.4% | +461.3% |
| All | +1,027.6% | +16.7% | +1,010.9% | +980.2% |
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