+164.6%
GM vs KDP
+4.7%
+159.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -0.9% | -2.2% |
| 7D | -1.1% | -1.6% | +0.5% | -1.0% |
| 30D | -4.6% | +9.5% | -14.1% | -5.3% |
| 3M | +0.2% | +2.6% | -2.4% | -0.1% |
| 6M | +12.6% | +15.6% | -3.0% | +11.0% |
| YTD | +3.7% | +17.3% | -13.6% | +2.0% |
| 1Y | +45.6% | +20.1% | +25.5% | +43.1% |
| All | +164.6% | +4.7% | +159.9% | +155.4% |
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