+141.0%
GS vs KDP
+15.9%
+125.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.6% | -6.4% |
| 7D | -6.3% | +4.5% | -10.8% | -7.0% |
| 30D | -3.1% | +18.5% | -21.6% | -5.6% |
| 3M | -17.7% | +20.8% | -38.5% | -20.0% |
| 6M | -4.6% | +29.4% | -34.0% | -9.1% |
| YTD | +0.3% | +35.9% | -35.6% | -5.8% |
| 1Y | +11.7% | +42.5% | -30.7% | +3.6% |
| 3Y | +183.6% | +29.4% | +154.2% | +161.9% |
| 5Y | +141.0% | +15.8% | +125.2% | +134.7% |
| All | +141.0% | +15.9% | +125.1% | +134.7% |
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