+374.0%
GLD vs KDP
+1,132.0%
-758.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | +1.3% | -1.8% | -0.5% |
| 30D | +4.4% | +6.0% | -1.6% | +4.3% |
| 3M | -1.1% | +9.2% | -10.3% | -1.2% |
| 6M | -13.8% | +14.7% | -28.5% | -13.9% |
| YTD | +2.6% | +19.2% | -16.6% | +2.4% |
| 1Y | +24.5% | +15.2% | +9.3% | +24.3% |
| 3Y | +125.8% | +6.0% | +119.9% | +125.6% |
| 5Y | +137.8% | +5.4% | +132.4% | +137.5% |
| 10Y | +221.4% | +171.9% | +49.5% | +218.3% |
| All | +374.0% | +1,132.0% | -758.0% | +334.8% |
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 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