+128.8%
GOOG vs KDP
+3.6%
+125.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.8% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | -7.7% | +9.5% | -17.1% | -9.1% |
| 3M | -9.3% | +2.6% | -11.9% | -9.9% |
| 6M | +7.4% | +15.6% | -8.2% | +4.1% |
| YTD | +4.9% | +17.3% | -12.5% | +1.1% |
| 1Y | +37.2% | +20.1% | +17.1% | +31.2% |
| 3Y | +141.6% | +4.9% | +136.7% | +133.6% |
| 5Y | +128.8% | +5.0% | +123.8% | +127.8% |
| All | +128.8% | +3.6% | +125.1% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling