+229.6%
KDP vs ADP
+318.0%
-88.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +2.2% | +3.2% | -1.0% | +1.3% |
| 30D | +19.9% | +14.9% | +5.0% | +15.2% |
| 3M | +21.5% | +11.6% | +9.9% | +17.6% |
| 6M | +30.1% | +48.5% | -18.4% | +15.7% |
| YTD | +34.9% | +20.6% | +14.4% | +27.1% |
| 1Y | +43.4% | +23.7% | +19.7% | +33.9% |
| 3Y | +29.1% | +47.8% | -18.7% | +13.6% |
| 5Y | +15.0% | +47.7% | -32.7% | -0.1% |
| All | +229.6% | +318.0% | -88.4% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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