+157.4%
GS vs KDP
+19.7%
+137.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.2% |
| 7D | +1.6% | +8.2% | -6.6% | +0.4% |
| 30D | +1.7% | +18.4% | -16.7% | -0.9% |
| 3M | -11.6% | +29.2% | -40.8% | -15.0% |
| 6M | -1.9% | +32.3% | -34.2% | -6.9% |
| YTD | +5.1% | +38.5% | -33.4% | -1.6% |
| 1Y | +16.4% | +48.5% | -32.1% | +7.1% |
| 3Y | +199.0% | +32.5% | +166.5% | +174.7% |
| 5Y | +157.4% | +19.7% | +137.8% | +147.7% |
| All | +157.4% | +19.7% | +137.8% | +147.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling