+4.4%
GOOGL vs KDP
+41.3%
-37.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.9% | -2.7% | +3.3% |
| 7D | -11.1% | +5.3% | -16.4% | -10.9% |
| 30D | -16.6% | +19.1% | -35.7% | -16.3% |
| 3M | -23.4% | +19.2% | -42.6% | -23.1% |
| 6M | -24.5% | +29.3% | -53.8% | -24.3% |
| YTD | -7.5% | +35.5% | -43.0% | -6.4% |
| 1Y | +4.4% | +43.5% | -39.1% | +10.2% |
| All | +4.4% | +41.3% | -37.0% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling