+6.8%
KDP vs GD
+97.9%
-91.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +1.3% | -5.3% | +6.5% | +2.5% |
| 30D | +6.0% | -6.4% | +12.4% | +7.5% |
| 3M | +9.2% | +5.7% | +3.5% | +7.6% |
| 6M | +14.7% | -0.9% | +15.6% | +14.8% |
| YTD | +19.2% | +8.2% | +11.0% | +16.2% |
| 1Y | +15.2% | +13.4% | +1.7% | +10.7% |
| 3Y | +6.0% | +68.5% | -62.5% | -11.1% |
| All | +6.8% | +97.9% | -91.1% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling