+14,398.2%
FIX vs KDP
+1,132.0%
+13,266.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +6.0% | +1.3% | +4.8% | +5.5% |
| 30D | -7.2% | +6.0% | -13.2% | -9.4% |
| 3M | -15.9% | +9.2% | -25.0% | -19.4% |
| 6M | +12.7% | +14.7% | -2.0% | +5.6% |
| YTD | +72.8% | +19.2% | +53.6% | +59.1% |
| 1Y | +122.9% | +15.2% | +107.7% | +106.4% |
| 3Y | +774.3% | +6.0% | +768.4% | +711.2% |
| 5Y | +2,049.5% | +5.4% | +2,044.1% | +1,887.4% |
| 10Y | +5,821.5% | +171.9% | +5,649.6% | +3,339.4% |
| All | +14,398.2% | +1,132.0% | +13,266.2% | +3,560.3% |
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