+2,258.1%
GOOGL vs KDP
+1,132.0%
+1,126.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.3% | +1.3% | -3.6% | -2.7% |
| 30D | -6.6% | +6.0% | -12.5% | -8.3% |
| 3M | -8.9% | +9.2% | -18.1% | -11.8% |
| 6M | +11.9% | +14.7% | -2.8% | +6.3% |
| YTD | +8.3% | +19.2% | -10.8% | +1.4% |
| 1Y | +46.2% | +15.2% | +31.0% | +37.8% |
| 3Y | +151.9% | +6.0% | +145.9% | +139.1% |
| 5Y | +137.7% | +5.4% | +132.3% | +125.2% |
| 10Y | +757.6% | +171.9% | +585.7% | +459.5% |
| All | +2,258.1% | +1,132.0% | +1,126.1% | +702.8% |
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 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