+1,116.0%
KDP vs GFI
+492.3%
+623.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.1% | +5.7% | -3.6% | +1.8% |
| 30D | +8.5% | +15.6% | -7.1% | +7.8% |
| 3M | +6.6% | +31.5% | -24.9% | +5.3% |
| 6M | +17.1% | -3.7% | +20.8% | +16.8% |
| YTD | +19.0% | +11.2% | +7.8% | +17.9% |
| 1Y | +21.8% | +36.4% | -14.6% | +19.3% |
| 3Y | +6.4% | +313.5% | -307.1% | -1.7% |
| 5Y | +5.1% | +528.0% | -522.9% | -6.0% |
| 10Y | +175.8% | +1,021.4% | -845.6% | +132.8% |
| All | +1,116.0% | +492.3% | +623.7% | +818.9% |
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