+1,967.5%
GOOG vs KDP
+1,248.7%
+718.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +3.8% |
| 7D | +4.8% | -4.0% | +8.8% | +5.9% |
| 30D | -15.5% | +8.5% | -23.9% | -17.9% |
| 3M | -13.7% | +20.7% | -34.4% | -19.1% |
| 6M | -23.0% | +23.2% | -46.1% | -28.6% |
| YTD | -5.7% | +30.5% | -36.2% | -14.6% |
| 1Y | +3.0% | +35.9% | -32.8% | -8.0% |
| 3Y | +122.4% | +24.8% | +97.6% | +99.6% |
| 5Y | +99.2% | +13.4% | +85.8% | +84.1% |
| 10Y | +690.8% | +239.3% | +451.5% | +376.2% |
| All | +1,967.5% | +1,248.7% | +718.8% | +582.7% |
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