+99.9%
GOOG vs KDP
+21.7%
+78.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.7% |
| 7D | +1.2% | +4.0% | -2.8% | +0.5% |
| 30D | -16.7% | +16.8% | -33.5% | -18.9% |
| 3M | -15.2% | +32.0% | -47.2% | -19.2% |
| 6M | -24.8% | +35.2% | -59.9% | -29.0% |
| YTD | -7.2% | +40.9% | -48.1% | -13.4% |
| 1Y | -0.1% | +47.7% | -47.8% | -7.9% |
| 3Y | +118.8% | +34.8% | +84.1% | +98.1% |
| 5Y | +99.9% | +22.6% | +77.3% | +90.1% |
| All | +99.9% | +21.7% | +78.2% | +90.1% |
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