+47.7%
KDP vs ADP
+23.8%
+23.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +4.0% | +0.9% | +3.0% | +3.8% |
| 30D | +16.8% | +11.9% | +4.9% | +15.4% |
| 3M | +32.0% | +13.7% | +18.3% | +30.1% |
| 6M | +35.2% | +46.8% | -11.6% | +34.7% |
| YTD | +40.9% | +21.8% | +19.1% | +39.3% |
| 1Y | +47.7% | +23.5% | +24.1% | +47.0% |
| All | +47.7% | +23.8% | +23.8% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling