+4.0%
KDP vs GFS
-3.9%
+7.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +2.1% | +2.6% | -0.6% | +1.9% |
| 30D | +8.5% | -16.4% | +24.9% | +9.6% |
| 3M | +6.6% | -41.6% | +48.2% | +10.0% |
| 6M | +17.1% | -3.7% | +20.7% | +15.5% |
| YTD | +19.0% | +29.3% | -10.3% | +14.5% |
| 1Y | +21.8% | +37.1% | -15.4% | +16.5% |
| 3Y | +6.4% | -22.1% | +28.6% | +4.8% |
| All | +4.0% | -3.9% | +7.9% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling