+342.1%
GLW vs KDP
+6.0%
+336.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.8% |
| 7D | +3.8% | +1.3% | +2.5% | +3.6% |
| 30D | -1.3% | +6.0% | -7.3% | -2.2% |
| 3M | -21.8% | +9.2% | -31.0% | -23.2% |
| 6M | +6.9% | +14.7% | -7.8% | +3.9% |
| YTD | +77.2% | +19.2% | +58.0% | +70.8% |
| 1Y | +123.2% | +15.2% | +108.1% | +116.1% |
| 3Y | +400.0% | +6.0% | +394.0% | +385.5% |
| All | +342.1% | +6.0% | +336.1% | +328.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling