+2,247.2%
GOOG vs KDP
+1,132.0%
+1,115.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.8% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -6.8% | +6.0% | -12.8% | -8.6% |
| 3M | -9.1% | +9.2% | -18.3% | -12.0% |
| 6M | +10.7% | +14.7% | -4.0% | +5.3% |
| YTD | +7.1% | +19.2% | -12.1% | +0.3% |
| 1Y | +44.6% | +15.2% | +29.5% | +36.3% |
| 3Y | +147.4% | +6.0% | +141.5% | +135.0% |
| 5Y | +133.8% | +5.4% | +128.4% | +121.6% |
| 10Y | +777.5% | +171.9% | +605.6% | +474.2% |
| All | +2,247.2% | +1,132.0% | +1,115.2% | +701.3% |
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