+307.7%
GLW vs KDP
+28.7%
+279.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.5% |
| 7D | -13.9% | +2.2% | -16.1% | -13.6% |
| 30D | -35.0% | +19.9% | -54.9% | -34.0% |
| 3M | -32.4% | +21.5% | -53.8% | -31.3% |
| 6M | -41.3% | +30.1% | -71.5% | -40.7% |
| YTD | +21.8% | +34.9% | -13.1% | +23.2% |
| 1Y | +21.8% | +43.4% | -21.5% | +23.1% |
| 3Y | +307.7% | +29.1% | +278.6% | +307.3% |
| All | +307.7% | +28.7% | +279.0% | +307.3% |
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