-38.4%
INTU vs KDP
+6.0%
-44.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -7.1% | +1.3% | -8.4% | -7.4% |
| 30D | +1.5% | +6.0% | -4.5% | +0.1% |
| 3M | +10.7% | +9.2% | +1.5% | +8.6% |
| 6M | -23.8% | +14.7% | -38.5% | -26.0% |
| YTD | -49.3% | +19.2% | -68.5% | -51.4% |
| 1Y | -49.7% | +15.2% | -64.8% | -51.4% |
| 3Y | -38.0% | +6.0% | -44.0% | -39.7% |
| All | -38.4% | +6.0% | -44.5% | -38.0% |
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 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