+1,267.4%
KDP vs GFI
+359.1%
+908.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -0.8% | -8.7% | +7.9% | -0.4% |
| 30D | +9.7% | +0.6% | +9.1% | +9.7% |
| 3M | +17.6% | -7.5% | +25.1% | +17.8% |
| 6M | +25.8% | -18.3% | +44.1% | +26.4% |
| YTD | +33.9% | -13.8% | +47.7% | +33.7% |
| 1Y | +38.9% | -8.8% | +47.7% | +38.3% |
| 3Y | +26.8% | +215.8% | -189.1% | +18.3% |
| 5Y | +16.3% | +301.2% | -284.9% | +5.9% |
| 10Y | +248.1% | +1,284.4% | -1,036.3% | +188.3% |
| All | +1,267.4% | +359.1% | +908.4% | +942.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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