+162.4%
GE vs KDP
+235.7%
-73.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +6.3% | +0.3% | +5.9% | +6.1% |
| 30D | +8.9% | +16.3% | -7.4% | +4.6% |
| 3M | -9.2% | +24.0% | -33.2% | -14.3% |
| 6M | +13.2% | +30.0% | -16.7% | +5.1% |
| YTD | +9.4% | +36.1% | -26.7% | 0.0% |
| 1Y | +9.8% | +46.8% | -37.0% | -1.8% |
| 3Y | +278.2% | +30.5% | +247.7% | +242.5% |
| 5Y | +396.0% | +17.9% | +378.1% | +362.8% |
| 10Y | +162.4% | +239.3% | -76.9% | +117.6% |
| All | +162.4% | +235.7% | -73.4% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling