+643.2%
GEV vs KDP
+13.9%
+629.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +8.1% | +2.1% | +6.0% | +8.4% |
| 30D | -1.9% | +8.5% | -10.4% | -0.8% |
| 3M | +4.1% | +6.6% | -2.5% | +4.9% |
| 6M | +23.2% | +17.1% | +6.1% | +24.8% |
| YTD | +48.9% | +19.0% | +29.8% | +51.6% |
| 1Y | +62.2% | +21.8% | +40.4% | +66.2% |
| All | +643.2% | +13.9% | +629.3% | +610.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling