+337.5%
GLD vs KDP
+1,304.6%
-967.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.9% | +4.5% | -2.6% | +1.8% |
| 30D | -1.8% | +18.5% | -20.3% | -1.9% |
| 3M | -3.6% | +20.8% | -24.5% | -3.8% |
| 6M | -10.2% | +29.4% | -39.6% | -10.5% |
| YTD | -5.3% | +35.9% | -41.2% | -5.6% |
| 1Y | +2.5% | +42.5% | -40.0% | +2.1% |
| 3Y | +103.2% | +29.4% | +73.8% | +102.5% |
| 5Y | +121.1% | +15.8% | +105.3% | +120.6% |
| 10Y | +201.9% | +236.5% | -34.6% | +198.3% |
| All | +337.5% | +1,304.6% | -967.1% | +300.8% |
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