+1,278.3%
KDP vs ALL
+677.5%
+600.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.4% |
| 7D | +2.2% | -1.9% | +4.2% | +2.7% |
| 30D | +19.9% | +13.8% | +6.2% | +16.1% |
| 3M | +21.5% | -7.0% | +28.5% | +23.6% |
| 6M | +30.1% | +18.0% | +12.1% | +24.3% |
| YTD | +34.9% | +24.2% | +10.7% | +26.9% |
| 1Y | +43.4% | +31.2% | +12.2% | +32.9% |
| 3Y | +29.1% | +107.5% | -78.5% | +5.0% |
| 5Y | +15.0% | +144.8% | -129.8% | -11.9% |
| 10Y | +234.1% | +375.8% | -141.7% | +109.4% |
| All | +1,278.3% | +677.5% | +600.8% | +623.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling