+686.8%
GILD vs KDP
+1,086.6%
-399.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | -3.7% | -1.1% | -3.9% |
| 30D | +5.8% | +6.2% | -0.4% | +4.0% |
| 3M | +14.9% | +1.2% | +13.7% | +14.3% |
| 6M | -0.4% | +15.3% | -15.7% | -4.6% |
| YTD | +18.5% | +14.8% | +3.7% | +13.4% |
| 1Y | +25.1% | +17.6% | +7.5% | +18.6% |
| 3Y | +105.9% | +2.1% | +103.8% | +100.9% |
| 5Y | +143.0% | +2.7% | +140.2% | +136.0% |
| 10Y | +162.4% | +173.8% | -11.4% | +84.6% |
| All | +686.8% | +1,086.6% | -399.8% | +258.2% |
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