+22.6%
KDP vs COMP
-52.0%
+74.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.4% | -1.0% |
| 7D | +2.2% | +13.4% | -11.2% | +1.8% |
| 30D | +19.9% | +11.1% | +8.8% | +19.5% |
| 3M | +21.5% | -18.8% | +40.3% | +22.0% |
| 6M | +30.1% | +10.5% | +19.6% | +29.5% |
| YTD | +34.9% | -3.4% | +38.3% | +34.3% |
| 1Y | +43.4% | +19.7% | +23.7% | +41.8% |
| 3Y | +29.1% | +381.6% | -352.5% | +21.2% |
| 5Y | +15.0% | -17.6% | +32.6% | +8.8% |
| All | +22.6% | -52.0% | +74.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling