+239.3%
KDP vs ALL
+367.3%
-128.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +0.3% | -3.9% | +4.2% | +1.3% |
| 30D | +16.3% | +10.6% | +5.7% | +13.5% |
| 3M | +24.0% | -4.6% | +28.5% | +25.3% |
| 6M | +30.0% | +20.2% | +9.8% | +23.8% |
| YTD | +36.1% | +23.7% | +12.4% | +28.4% |
| 1Y | +46.8% | +27.9% | +18.9% | +37.3% |
| 3Y | +30.5% | +109.2% | -78.7% | +6.2% |
| 5Y | +17.9% | +148.0% | -130.1% | -9.9% |
| 10Y | +239.3% | +363.8% | -124.5% | +142.2% |
| All | +239.3% | +367.3% | -128.1% | +142.2% |
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