+239.3%
KDP vs GAP
+20.3%
+219.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | +0.6% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +16.3% | -4.3% | +20.6% | +16.6% |
| 3M | +24.0% | +9.4% | +14.6% | +23.0% |
| 6M | +30.0% | -3.3% | +33.3% | +29.8% |
| YTD | +36.1% | -10.5% | +46.6% | +36.2% |
| 1Y | +46.8% | -2.4% | +49.2% | +45.9% |
| 3Y | +30.5% | +80.1% | -49.6% | +19.2% |
| 5Y | +17.9% | +6.5% | +11.5% | +10.2% |
| 10Y | +239.3% | +14.6% | +224.7% | +182.6% |
| All | +239.3% | +20.3% | +219.0% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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