+1,907.6%
GOOGL vs KDP
+1,306.6%
+601.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +0.9% |
| 7D | +3.3% | +0.3% | +3.0% | +3.1% |
| 30D | -18.1% | +16.3% | -34.4% | -22.0% |
| 3M | -18.6% | +24.0% | -42.6% | -24.3% |
| 6M | -28.0% | +30.0% | -58.0% | -34.3% |
| YTD | -7.8% | +36.1% | -43.8% | -17.4% |
| 1Y | +3.6% | +46.8% | -43.2% | -9.7% |
| 3Y | +123.4% | +30.5% | +92.9% | +97.8% |
| 5Y | +95.3% | +17.9% | +77.4% | +78.5% |
| 10Y | +622.2% | +239.3% | +382.9% | +335.5% |
| All | +1,907.6% | +1,306.6% | +601.1% | +553.5% |
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