+1,117.5%
KDP vs GAP
+105.8%
+1,011.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +1.3% | -4.5% | +5.7% | +1.8% |
| 30D | +6.0% | +9.0% | -3.1% | +4.8% |
| 3M | +9.2% | +5.0% | +4.2% | +8.3% |
| 6M | +14.7% | -17.8% | +32.5% | +16.3% |
| YTD | +19.2% | -10.4% | +29.6% | +19.5% |
| 1Y | +15.2% | -3.4% | +18.6% | +14.1% |
| 3Y | +6.0% | +111.5% | -105.5% | -9.4% |
| 5Y | +5.4% | +8.8% | -3.4% | -4.9% |
| 10Y | +171.9% | +32.9% | +139.0% | +108.7% |
| All | +1,117.5% | +105.8% | +1,011.7% | +582.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling