+239.3%
KDP vs GD
+185.2%
+54.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.3% |
| 7D | +0.3% | -3.0% | +3.4% | +1.0% |
| 30D | +16.3% | +9.3% | +7.0% | +13.8% |
| 3M | +24.0% | -7.2% | +31.2% | +26.0% |
| 6M | +30.0% | +5.5% | +24.5% | +27.9% |
| YTD | +36.1% | +9.5% | +26.6% | +32.1% |
| 1Y | +46.8% | +6.4% | +40.4% | +43.5% |
| 3Y | +30.5% | +59.8% | -29.4% | +13.5% |
| 5Y | +17.9% | +98.0% | -80.1% | -3.7% |
| 10Y | +239.3% | +177.4% | +61.9% | +160.8% |
| All | +239.3% | +185.2% | +54.1% | +160.8% |
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