+45.9%
KDP vs GAP
-4.6%
+50.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.4% |
| 3M | +24.0% | +9.4% | +14.6% | +23.6% |
| 6M | +30.0% | -3.3% | +33.3% | +29.7% |
| YTD | +36.1% | -10.5% | +46.6% | +35.8% |
| All | +45.9% | -4.6% | +50.5% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling