+29.1%
KDP vs COMP
+353.8%
-324.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.4% | -1.1% |
| 7D | +2.2% | +13.4% | -11.2% | +1.7% |
| 30D | +19.9% | +11.1% | +8.8% | +19.4% |
| 3M | +21.5% | -18.8% | +40.3% | +22.0% |
| 6M | +30.1% | +10.5% | +19.6% | +29.4% |
| YTD | +34.9% | -3.4% | +38.3% | +34.2% |
| 1Y | +43.4% | +19.7% | +23.7% | +41.3% |
| 3Y | +29.1% | +381.6% | -352.5% | +15.9% |
| All | +29.1% | +353.8% | -324.7% | +15.9% |
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