+23.1%
KDP vs COMP
-52.8%
+75.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.7% | -1.8% | +5.7% |
| 7D | +5.3% | +9.5% | -4.2% | +5.0% |
| 30D | +19.1% | +8.1% | +11.0% | +18.8% |
| 3M | +19.2% | -16.3% | +35.5% | +19.6% |
| 6M | +29.3% | +42.2% | -12.9% | +27.7% |
| YTD | +35.5% | -5.0% | +40.5% | +35.0% |
| 1Y | +43.5% | +20.1% | +23.4% | +41.9% |
| 3Y | +29.0% | +358.4% | -329.4% | +21.3% |
| 5Y | +16.2% | -21.9% | +38.2% | +10.0% |
| All | +23.1% | -52.8% | +75.9% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling