+29.1%
KDP vs GAP
+67.6%
-38.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | +2.2% | -3.8% | +6.0% | +2.3% |
| 30D | +19.9% | -9.0% | +29.0% | +20.2% |
| 3M | +21.5% | +5.5% | +16.0% | +21.3% |
| 6M | +30.1% | -11.1% | +41.2% | +30.2% |
| YTD | +34.9% | -13.6% | +48.5% | +35.0% |
| 1Y | +43.4% | -2.9% | +46.2% | +43.1% |
| 3Y | +29.1% | +69.6% | -40.5% | +27.3% |
| All | +29.1% | +67.6% | -38.5% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling