+108.8%
KDP vs DBX
+20.1%
+88.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.6% |
| 7D | +1.3% | -2.4% | +3.7% | +1.6% |
| 30D | +6.0% | -0.5% | +6.5% | +6.0% |
| 3M | +9.2% | +28.1% | -18.9% | +5.7% |
| 6M | +14.7% | +33.1% | -18.4% | +10.1% |
| YTD | +19.2% | +25.3% | -6.1% | +15.3% |
| 1Y | +15.2% | +18.3% | -3.2% | +11.9% |
| 3Y | +6.0% | +25.0% | -19.0% | +0.4% |
| 5Y | +5.4% | +7.5% | -2.1% | +0.5% |
| All | +108.8% | +20.1% | +88.7% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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