+228.3%
GE vs KDP
+1,132.0%
-903.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -1.6% | +1.3% | -2.9% | -2.1% |
| 30D | -11.6% | +6.0% | -17.6% | -13.7% |
| 3M | +3.0% | +9.2% | -6.2% | -1.1% |
| 6M | -0.5% | +14.7% | -15.2% | -6.5% |
| YTD | +9.7% | +19.2% | -9.5% | +1.3% |
| 1Y | +20.0% | +15.2% | +4.9% | +11.7% |
| 3Y | +275.8% | +6.0% | +269.9% | +252.9% |
| 5Y | +429.1% | +5.4% | +423.7% | +394.1% |
| 10Y | +151.2% | +171.9% | -20.7% | +45.6% |
| All | +228.3% | +1,132.0% | -903.7% | -27.2% |
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