+6.8%
KDP vs GAP
+9.0%
-2.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +1.3% | -4.5% | +5.7% | +1.5% |
| 30D | +6.0% | +9.0% | -3.1% | +5.5% |
| 3M | +9.2% | +5.0% | +4.2% | +8.8% |
| 6M | +14.7% | -17.8% | +32.5% | +15.4% |
| YTD | +19.2% | -10.4% | +29.6% | +19.3% |
| 1Y | +15.2% | -3.4% | +18.6% | +14.7% |
| 3Y | +6.0% | +111.5% | -105.5% | -2.4% |
| All | +6.8% | +9.0% | -2.1% | -0.2% |
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