+8,587.5%
FIX vs KDP
+1,304.6%
+7,282.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.3% | -11.9% | -11.7% |
| 7D | -27.2% | +4.5% | -31.7% | -28.8% |
| 30D | -46.9% | +18.5% | -65.4% | -50.4% |
| 3M | -44.4% | +20.8% | -65.3% | -48.7% |
| 6M | -50.9% | +29.4% | -80.3% | -56.3% |
| YTD | +3.5% | +35.9% | -32.4% | -9.9% |
| 1Y | -2.1% | +42.5% | -44.6% | -16.4% |
| 3Y | +418.7% | +29.4% | +389.4% | +342.3% |
| 5Y | +894.6% | +15.8% | +878.7% | +784.1% |
| 10Y | +3,465.5% | +236.5% | +3,229.1% | +1,780.3% |
| All | +8,587.5% | +1,304.6% | +7,282.9% | +1,973.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling