+239.5%
GM vs KDP
+827.4%
-587.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.2% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | +3.6% | +9.7% | -6.2% | +0.2% |
| 3M | -0.2% | +17.6% | -17.9% | -5.8% |
| 6M | +13.9% | +25.8% | -11.9% | +4.6% |
| YTD | +6.5% | +33.9% | -27.4% | -4.9% |
| 1Y | +20.7% | +38.9% | -18.2% | +6.4% |
| 3Y | +229.5% | +26.8% | +202.7% | +192.1% |
| 5Y | +41.5% | +16.3% | +25.2% | +30.0% |
| 10Y | +204.8% | +248.1% | -43.3% | +84.9% |
| All | +239.5% | +827.4% | -587.8% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling