+648.6%
GS vs KDP
+1,132.0%
-483.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | +0.9% | +1.3% | -0.3% | +0.4% |
| 30D | -1.6% | +6.0% | -7.6% | -4.0% |
| 3M | -4.5% | +9.2% | -13.7% | -8.7% |
| 6M | +20.9% | +14.7% | +6.2% | +12.7% |
| YTD | +19.9% | +19.2% | +0.7% | +9.6% |
| 1Y | +41.4% | +15.2% | +26.2% | +30.4% |
| 3Y | +239.2% | +6.0% | +233.2% | +216.3% |
| 5Y | +185.0% | +5.4% | +179.6% | +163.8% |
| 10Y | +655.0% | +171.9% | +483.1% | +324.6% |
| All | +648.6% | +1,132.0% | -483.4% | +64.0% |
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