+205.6%
GLD vs KDP
+238.8%
-33.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.4% | +4.6% | -2.7% |
| 7D | -5.5% | -4.0% | -1.5% | -5.4% |
| 30D | -7.0% | +8.5% | -15.5% | -7.0% |
| 3M | -12.4% | +20.7% | -33.0% | -12.4% |
| 6M | -18.0% | +23.2% | -41.2% | -18.1% |
| YTD | -10.5% | +30.5% | -40.9% | -10.5% |
| 1Y | -8.1% | +35.9% | -43.9% | -8.2% |
| 3Y | +97.7% | +24.8% | +72.9% | +97.5% |
| 5Y | +103.4% | +13.4% | +90.0% | +103.5% |
| All | +205.6% | +238.8% | -33.1% | +206.4% |
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