+568.9%
GS vs KDP
+1,300.8%
-732.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +1.3% |
| 7D | +0.3% | +5.3% | -5.0% | -1.8% |
| 30D | +3.9% | +19.1% | -15.2% | -3.2% |
| 3M | -11.4% | +19.2% | -30.6% | -17.8% |
| 6M | +3.7% | +29.3% | -25.6% | -7.8% |
| YTD | +7.1% | +35.5% | -28.4% | -7.2% |
| 1Y | +19.7% | +43.5% | -23.8% | +1.1% |
| 3Y | +202.8% | +29.0% | +173.8% | +160.0% |
| 5Y | +156.7% | +16.2% | +140.5% | +128.8% |
| 10Y | +548.7% | +235.5% | +313.2% | +231.5% |
| All | +568.9% | +1,300.8% | -732.0% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling