+437.1%
GS vs KDP
+238.8%
+198.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.4% | +6.0% | +0.5% |
| 7D | +5.1% | -4.0% | +9.1% | +6.2% |
| 30D | +2.4% | +8.5% | -6.0% | +0.1% |
| 3M | -11.5% | +20.7% | -32.2% | -16.2% |
| 6M | -2.5% | +23.2% | -25.7% | -8.9% |
| YTD | +5.5% | +30.5% | -25.0% | -3.7% |
| 1Y | +11.0% | +35.9% | -24.8% | +0.1% |
| 3Y | +200.1% | +24.8% | +175.3% | +171.7% |
| 5Y | +154.7% | +13.4% | +141.3% | +137.6% |
| All | +437.1% | +238.8% | +198.3% | +343.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling