+1,288.1%
KDP vs ALL
+713.8%
+574.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +4.5% | +4.2% | +0.3% | +3.5% |
| 30D | +18.5% | +18.9% | -0.4% | +13.4% |
| 3M | +20.8% | +1.2% | +19.6% | +20.3% |
| 6M | +29.4% | +23.2% | +6.2% | +22.3% |
| YTD | +35.9% | +30.0% | +5.9% | +26.4% |
| 1Y | +42.5% | +39.6% | +2.9% | +30.0% |
| 3Y | +29.4% | +115.2% | -85.9% | +4.2% |
| 5Y | +15.8% | +156.2% | -140.4% | -12.3% |
| 10Y | +236.5% | +398.0% | -161.5% | +108.5% |
| All | +1,288.1% | +713.8% | +574.3% | +620.7% |
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