+239.1%
KDP vs ALL
+376.2%
-137.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.7% | -9.1% | -7.8% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | +8.5% | +12.8% | -4.4% | +5.2% |
| 3M | +20.7% | +4.7% | +16.0% | +19.2% |
| 6M | +23.2% | +24.9% | -1.8% | +16.1% |
| YTD | +30.5% | +30.0% | +0.5% | +21.5% |
| 1Y | +35.9% | +29.9% | +5.9% | +26.5% |
| 3Y | +24.8% | +117.5% | -92.7% | +0.4% |
| 5Y | +13.4% | +161.7% | -148.3% | -14.7% |
| All | +239.1% | +376.2% | -137.2% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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