+23.6%
KDP vs COMP
-49.2%
+72.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.8% | +0.7% |
| 7D | +0.3% | +14.5% | -14.2% | -0.1% |
| 30D | +16.3% | +14.9% | +1.4% | +15.8% |
| 3M | +24.0% | -14.2% | +38.2% | +24.3% |
| 6M | +30.0% | +23.7% | +6.2% | +28.9% |
| YTD | +36.1% | +2.1% | +34.0% | +35.2% |
| 1Y | +46.8% | +26.2% | +20.6% | +44.9% |
| 3Y | +30.5% | +470.9% | -440.4% | +22.0% |
| 5Y | +17.9% | -14.0% | +31.9% | +11.3% |
| All | +23.6% | -49.2% | +72.8% | +14.5% |
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