+16.2%
KDP vs ALL
+161.6%
-145.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -0.8% | +5.0% | -5.8% | -1.9% |
| 30D | +9.7% | +13.3% | -3.6% | +6.7% |
| 3M | +17.6% | +3.2% | +14.4% | +16.6% |
| 6M | +25.8% | +25.3% | +0.4% | +19.3% |
| YTD | +33.9% | +30.5% | +3.4% | +25.5% |
| 1Y | +38.9% | +29.2% | +9.7% | +30.5% |
| 3Y | +26.8% | +119.1% | -92.3% | +4.2% |
| All | +16.2% | +161.6% | -145.4% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling