+113.3%
GLD vs KDP
+19.7%
+93.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.4% | -2.7% |
| 7D | +2.8% | +8.2% | -5.4% | +2.6% |
| 30D | -4.0% | +18.4% | -22.3% | -4.3% |
| 3M | -8.2% | +29.2% | -37.5% | -8.7% |
| 6M | -14.8% | +32.3% | -47.1% | -15.4% |
| YTD | -6.8% | +38.5% | -45.3% | -7.5% |
| 1Y | -2.4% | +48.5% | -50.9% | -3.3% |
| 3Y | +105.8% | +32.5% | +73.3% | +103.8% |
| 5Y | +113.3% | +19.7% | +93.6% | +111.4% |
| All | +113.3% | +19.7% | +93.6% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling