+233.0%
GM vs KDP
+173.3%
+59.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.8% | +3.4% |
| 7D | -1.1% | -4.3% | +3.3% | +0.3% |
| 30D | -3.4% | +7.8% | -11.2% | -5.7% |
| 3M | +8.7% | -0.1% | +8.7% | +8.3% |
| 6M | +15.4% | +14.0% | +1.4% | +10.0% |
| YTD | +6.6% | +15.1% | -8.5% | +1.0% |
| 1Y | +51.5% | +18.5% | +33.0% | +41.5% |
| 3Y | +169.3% | +2.9% | +166.5% | +158.4% |
| 5Y | +81.6% | +3.0% | +78.6% | +74.8% |
| All | +233.0% | +173.3% | +59.7% | +182.9% |
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