+1,314.5%
KDP vs BIDU
+114.7%
+1,199.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +8.2% | +3.6% | +4.6% | +7.9% |
| 30D | +18.4% | -6.6% | +24.9% | +19.0% |
| 3M | +29.2% | -27.2% | +56.4% | +32.6% |
| 6M | +32.3% | -43.5% | +75.8% | +38.5% |
| YTD | +38.5% | -39.0% | +77.5% | +43.3% |
| 1Y | +48.5% | -39.8% | +88.3% | +53.6% |
| 3Y | +32.5% | -24.8% | +57.2% | +31.5% |
| 5Y | +19.7% | -50.7% | +70.3% | +19.7% |
| 10Y | +256.4% | -51.2% | +307.6% | +232.9% |
| All | +1,314.5% | +114.7% | +1,199.8% | +730.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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