+205.0%
GLD vs KDP
+231.8%
-26.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +4.7% | +2.2% | +2.5% | +4.7% |
| 30D | -0.9% | +19.9% | -20.8% | -1.0% |
| 3M | -4.4% | +21.5% | -25.9% | -4.5% |
| 6M | -13.6% | +30.1% | -43.7% | -13.7% |
| YTD | -6.0% | +34.9% | -40.9% | -6.2% |
| 1Y | +1.8% | +43.4% | -41.6% | +1.5% |
| 3Y | +103.2% | +29.1% | +74.1% | +102.8% |
| 5Y | +119.3% | +15.0% | +104.4% | +119.2% |
| All | +205.0% | +231.8% | -26.8% | +204.6% |
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