+185.7%
GS vs KDP
+6.0%
+179.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +0.9% | +1.3% | -0.3% | +0.8% |
| 30D | -1.6% | +6.0% | -7.6% | -2.5% |
| 3M | -4.5% | +9.2% | -13.7% | -6.4% |
| 6M | +20.9% | +14.7% | +6.2% | +17.1% |
| YTD | +19.9% | +19.2% | +0.7% | +14.8% |
| 1Y | +41.4% | +15.2% | +26.2% | +36.3% |
| 3Y | +239.2% | +6.0% | +233.2% | +229.0% |
| All | +185.7% | +6.0% | +179.7% | +175.9% |
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