+2.5%
KDP vs GFS
-2.1%
+4.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.6% |
| 7D | -1.6% | +4.5% | -6.1% | -1.8% |
| 30D | +9.5% | -8.2% | +17.7% | +10.0% |
| 3M | +2.6% | -38.9% | +41.5% | +5.5% |
| 6M | +15.6% | -2.9% | +18.5% | +14.0% |
| YTD | +17.3% | +31.8% | -14.4% | +12.7% |
| 1Y | +20.1% | +43.1% | -23.0% | +14.6% |
| 3Y | +4.9% | -20.6% | +25.6% | +3.1% |
| All | +2.5% | -2.1% | +4.6% | -2.6% |
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