+27.7%
GLW vs KDP
+49.2%
-21.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -2.8% |
| 7D | -11.1% | +8.2% | -19.3% | -8.9% |
| 30D | -28.4% | +18.4% | -46.8% | -25.0% |
| 3M | -28.8% | +29.2% | -58.0% | -24.5% |
| 6M | -39.8% | +32.3% | -72.1% | -36.9% |
| YTD | +28.7% | +38.5% | -9.7% | +35.8% |
| 1Y | +27.7% | +48.5% | -20.8% | +42.2% |
| All | +27.7% | +49.2% | -21.5% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling