+1,288.1%
KDP vs GD
+506.5%
+781.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | +4.5% | -3.9% | +8.4% | +5.9% |
| 30D | +18.5% | +8.1% | +10.4% | +15.3% |
| 3M | +20.8% | -6.8% | +27.6% | +23.6% |
| 6M | +29.4% | +3.0% | +26.4% | +27.5% |
| YTD | +35.9% | +7.8% | +28.1% | +31.0% |
| 1Y | +42.5% | +5.8% | +36.7% | +38.1% |
| 3Y | +29.4% | +55.3% | -25.9% | +7.6% |
| 5Y | +15.8% | +96.7% | -80.9% | -12.9% |
| 10Y | +236.5% | +195.4% | +41.1% | +102.5% |
| All | +1,288.1% | +506.5% | +781.6% | +384.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling