-50.9%
FIX vs KDP
+29.9%
-80.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.3% | -11.9% | -11.4% |
| 7D | -27.2% | +4.5% | -31.7% | -23.7% |
| 30D | -46.9% | +18.5% | -65.4% | -40.1% |
| 3M | -44.4% | +20.8% | -65.3% | -36.4% |
| 6M | -50.9% | +29.4% | -80.3% | -41.7% |
| All | -50.9% | +29.9% | -80.8% | -41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling