+138.4%
KDP vs DBX
+12.3%
+126.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.6% |
| 7D | +0.3% | -8.6% | +8.9% | +1.5% |
| 30D | +16.3% | -5.2% | +21.5% | +17.1% |
| 3M | +24.0% | -6.4% | +30.4% | +24.8% |
| 6M | +30.0% | +12.7% | +17.2% | +27.6% |
| YTD | +36.1% | +17.2% | +18.9% | +32.5% |
| 1Y | +46.8% | +5.5% | +41.3% | +44.9% |
| 3Y | +30.5% | +24.1% | +6.4% | +23.3% |
| 5Y | +17.9% | +14.2% | +3.7% | +11.2% |
| All | +138.4% | +12.3% | +126.1% | +105.6% |
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