+17.0%
KDP vs GAP
+5.0%
+12.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.5% |
| 7D | +2.2% | -3.8% | +6.0% | +2.4% |
| 30D | +19.9% | -9.0% | +29.0% | +20.5% |
| 3M | +21.5% | +5.5% | +16.0% | +21.1% |
| 6M | +30.1% | -11.1% | +41.2% | +30.5% |
| YTD | +34.9% | -13.6% | +48.5% | +35.3% |
| 1Y | +43.4% | -2.9% | +46.2% | +42.8% |
| 3Y | +29.1% | +69.6% | -40.5% | +21.0% |
| All | +17.0% | +5.0% | +12.0% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling