-24.6%
GEV vs KDP
+34.6%
-59.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +2.3% |
| 7D | -3.0% | +4.0% | -6.9% | -0.9% |
| 30D | -18.9% | +16.8% | -35.7% | -12.4% |
| 3M | -20.1% | +32.0% | -52.1% | -8.5% |
| 6M | -24.6% | +35.2% | -59.7% | -15.0% |
| All | -24.6% | +34.6% | -59.2% | -15.0% |
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