+702.3%
GOOG vs KDP
+247.6%
+454.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | -14.9% | +9.7% | -24.6% | -16.9% |
| 3M | -14.9% | +17.6% | -32.5% | -18.3% |
| 6M | -26.6% | +25.8% | -52.4% | -30.9% |
| YTD | -6.6% | +33.9% | -40.5% | -13.7% |
| 1Y | +5.1% | +38.9% | -33.8% | -3.9% |
| 3Y | +121.0% | +26.8% | +94.2% | +102.7% |
| 5Y | +97.3% | +16.3% | +81.0% | +85.8% |
| All | +702.3% | +247.6% | +454.7% | +521.0% |
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