+359.0%
GLW vs KDP
+24.9%
+334.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -1.5% |
| 7D | +15.5% | -4.0% | +19.5% | +15.1% |
| 30D | -19.6% | +8.5% | -28.0% | -18.9% |
| 3M | -28.5% | +20.7% | -49.2% | -27.5% |
| 6M | -39.5% | +23.2% | -62.7% | -38.9% |
| YTD | +37.2% | +30.5% | +6.7% | +38.3% |
| 1Y | +35.4% | +35.9% | -0.4% | +36.5% |
| All | +359.0% | +24.9% | +334.2% | +359.7% |
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