+7.6%
KDP vs COMP
+215.9%
-208.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +1.3% | +1.4% | -0.1% | +1.2% |
| 30D | +6.0% | -13.3% | +19.3% | +6.5% |
| 3M | +9.2% | +41.1% | -31.9% | +7.9% |
| 6M | +14.7% | +17.2% | -2.5% | +13.8% |
| YTD | +19.2% | +5.2% | +14.0% | +18.3% |
| 1Y | +15.2% | +18.9% | -3.8% | +13.6% |
| All | +7.6% | +215.9% | -208.3% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling