+233.5%
INTU vs KDP
+264.7%
-31.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.1% |
| 7D | -3.9% | +4.0% | -7.9% | -5.0% |
| 30D | +12.0% | +16.8% | -4.8% | +7.1% |
| 3M | +2.3% | +32.0% | -29.7% | -5.5% |
| 6M | -12.1% | +35.2% | -47.2% | -19.4% |
| YTD | -47.5% | +40.9% | -88.5% | -52.9% |
| 1Y | -46.9% | +47.7% | -94.6% | -53.0% |
| 3Y | -33.5% | +34.8% | -68.3% | -40.7% |
| 5Y | -41.2% | +22.6% | -63.9% | -45.8% |
| 10Y | +233.5% | +266.4% | -32.9% | +154.4% |
| All | +233.5% | +264.7% | -31.2% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling