+518.8%
GEV vs KDP
+34.8%
+483.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.7% |
| 7D | -3.0% | +4.0% | -6.9% | -2.2% |
| 30D | -18.9% | +16.8% | -35.7% | -16.7% |
| 3M | -20.1% | +32.0% | -52.1% | -16.6% |
| 6M | -24.6% | +35.2% | -59.7% | -21.5% |
| YTD | +24.0% | +40.9% | -16.9% | +29.8% |
| 1Y | +40.6% | +47.7% | -7.0% | +48.6% |
| All | +518.8% | +34.8% | +483.9% | +508.2% |
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 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