+1,278.3%
KDP vs ADP
+1,159.1%
+119.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +2.2% | +3.2% | -1.0% | +1.0% |
| 30D | +19.9% | +14.9% | +5.0% | +13.6% |
| 3M | +21.5% | +11.6% | +9.9% | +16.3% |
| 6M | +30.1% | +48.5% | -18.4% | +10.7% |
| YTD | +34.9% | +20.6% | +14.4% | +23.8% |
| 1Y | +43.4% | +23.7% | +19.7% | +30.1% |
| 3Y | +29.1% | +47.8% | -18.7% | +7.8% |
| 5Y | +15.0% | +47.7% | -32.7% | -6.1% |
| 10Y | +234.1% | +324.0% | -89.9% | +53.6% |
| All | +1,278.3% | +1,159.1% | +119.3% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling