+21.0%
KDP vs GFS
-13.3%
+34.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +8.2% | -5.3% | +13.5% | +8.4% |
| 30D | +18.4% | -15.8% | +34.2% | +19.3% |
| 3M | +29.2% | -18.6% | +47.9% | +30.4% |
| 6M | +32.3% | -45.0% | +77.2% | +36.0% |
| YTD | +38.5% | +16.8% | +21.7% | +33.6% |
| 1Y | +48.5% | +17.8% | +30.7% | +43.1% |
| 3Y | +32.5% | -21.5% | +54.0% | +29.7% |
| 5Y | +19.7% | -29.3% | +49.0% | +17.0% |
| All | +21.0% | -13.3% | +34.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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