+17.9%
KDP vs GFS
-31.0%
+48.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.0% | +0.6% |
| 7D | +0.3% | -3.1% | +3.5% | +0.4% |
| 30D | +16.3% | -16.0% | +32.3% | +17.2% |
| 3M | +24.0% | -24.7% | +48.7% | +25.7% |
| 6M | +30.0% | -45.1% | +75.1% | +33.6% |
| YTD | +36.1% | +16.5% | +19.6% | +31.3% |
| 1Y | +46.8% | +19.3% | +27.5% | +41.4% |
| 3Y | +30.5% | -20.0% | +50.4% | +27.5% |
| 5Y | +17.9% | -32.0% | +49.9% | +16.2% |
| All | +17.9% | -31.0% | +48.9% | +16.2% |
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