+215.3%
GE vs KDP
+1,294.8%
-1,079.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | +7.1% | +2.2% | +4.9% | +6.1% |
| 30D | +6.5% | +19.9% | -13.5% | -0.9% |
| 3M | -13.6% | +21.5% | -35.1% | -20.2% |
| 6M | +6.0% | +30.1% | -24.1% | -5.2% |
| YTD | +5.4% | +34.9% | -29.6% | -7.5% |
| 1Y | +6.5% | +43.4% | -36.9% | -8.9% |
| 3Y | +268.6% | +29.1% | +239.5% | +219.6% |
| 5Y | +389.0% | +15.0% | +374.1% | +342.1% |
| 10Y | +163.3% | +234.1% | -70.8% | +39.3% |
| All | +215.3% | +1,294.8% | -1,079.5% | -33.5% |
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