+33.5%
KDP vs ALL
+113.3%
-79.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | +4.0% | -2.6% | +6.5% | +4.6% |
| 30D | +16.8% | +12.7% | +4.1% | +13.9% |
| 3M | +32.0% | +0.4% | +31.6% | +31.7% |
| 6M | +35.2% | +23.8% | +11.4% | +29.1% |
| YTD | +40.9% | +27.8% | +13.1% | +33.4% |
| 1Y | +47.7% | +28.9% | +18.8% | +39.5% |
| All | +33.5% | +113.3% | -79.8% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling