+239.1%
KDP vs DD
+98.3%
+140.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.3% |
| 7D | -4.0% | +6.7% | -10.7% | -5.0% |
| 30D | +8.5% | +19.4% | -11.0% | +5.1% |
| 3M | +20.7% | +7.6% | +13.1% | +19.0% |
| 6M | +23.2% | +2.9% | +20.3% | +22.1% |
| YTD | +30.5% | +29.9% | +0.6% | +24.0% |
| 1Y | +35.9% | +28.6% | +7.2% | +29.3% |
| 3Y | +24.8% | +90.0% | -65.2% | +9.3% |
| 5Y | +13.4% | +68.1% | -54.7% | 0.0% |
| All | +239.1% | +98.3% | +140.8% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling