+109.1%
GLD vs KDP
+29.0%
+80.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.9% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -1.3% | +16.3% | -17.6% | -1.4% |
| 3M | -4.8% | +24.0% | -28.7% | -4.8% |
| 6M | -12.5% | +30.0% | -42.5% | -12.7% |
| YTD | -4.2% | +36.1% | -40.3% | -4.4% |
| 1Y | +3.0% | +46.8% | -43.8% | +2.8% |
| 3Y | +109.1% | +30.5% | +78.6% | +105.8% |
| All | +109.1% | +29.0% | +80.2% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling