+229.6%
KDP vs GD
+190.6%
+39.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +2.2% | -5.0% | +7.2% | +3.4% |
| 30D | +19.9% | +8.9% | +11.0% | +17.5% |
| 3M | +21.5% | -8.0% | +29.5% | +23.7% |
| 6M | +30.1% | +2.9% | +27.2% | +28.8% |
| YTD | +34.9% | +7.1% | +27.9% | +31.8% |
| 1Y | +43.4% | +5.9% | +37.5% | +40.3% |
| 3Y | +29.1% | +53.9% | -24.8% | +13.7% |
| 5Y | +15.0% | +95.4% | -80.4% | -5.4% |
| All | +229.6% | +190.6% | +39.0% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling