+486.7%
GS vs KDP
+231.8%
+254.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -3.2% | +2.2% | -5.4% | -3.8% |
| 30D | -2.4% | +19.9% | -22.4% | -7.0% |
| 3M | -15.7% | +21.5% | -37.2% | -20.2% |
| 6M | -6.8% | +30.1% | -36.9% | -14.0% |
| YTD | -0.1% | +34.9% | -35.0% | -9.2% |
| 1Y | +12.1% | +43.4% | -31.3% | -0.1% |
| 3Y | +185.8% | +29.1% | +156.7% | +157.4% |
| 5Y | +140.1% | +15.0% | +125.1% | +124.1% |
| All | +486.7% | +231.8% | +254.9% | +399.5% |
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 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