-23.6%
GEV vs KDP
+24.2%
-47.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.4% | +8.7% | -2.4% |
| 7D | +6.2% | -4.0% | +10.2% | +4.4% |
| 30D | -18.4% | +8.5% | -26.9% | -15.0% |
| 3M | -21.2% | +20.7% | -41.9% | -13.7% |
| 6M | -23.6% | +23.2% | -46.7% | -16.7% |
| All | -23.6% | +24.2% | -47.8% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling