+247.9%
KDP vs ALL
+377.9%
-130.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -0.8% | +5.0% | -5.8% | -2.0% |
| 30D | +9.7% | +13.3% | -3.6% | +6.3% |
| 3M | +17.6% | +3.2% | +14.4% | +16.6% |
| 6M | +25.8% | +25.3% | +0.4% | +18.5% |
| YTD | +33.9% | +30.5% | +3.4% | +24.5% |
| 1Y | +38.9% | +29.2% | +9.7% | +29.4% |
| 3Y | +26.8% | +119.1% | -92.3% | +1.8% |
| 5Y | +16.3% | +162.6% | -146.3% | -12.6% |
| All | +247.9% | +377.9% | -130.1% | +131.0% |
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