+211.6%
GM vs KDP
+247.6%
-36.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | +3.6% | +9.7% | -6.2% | +0.4% |
| 3M | -0.2% | +17.6% | -17.9% | -5.4% |
| 6M | +13.9% | +25.8% | -11.9% | +5.3% |
| YTD | +6.5% | +33.9% | -27.4% | -4.0% |
| 1Y | +20.7% | +38.9% | -18.2% | +7.4% |
| 3Y | +229.5% | +26.8% | +202.7% | +194.4% |
| 5Y | +41.5% | +16.3% | +25.2% | +31.0% |
| All | +211.6% | +247.6% | -36.0% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling