+100.9%
KDP vs GH
+472.2%
-371.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +0.6% |
| 7D | +0.3% | -7.0% | +7.3% | +0.6% |
| 30D | +16.3% | -5.2% | +21.5% | +16.5% |
| 3M | +24.0% | -5.8% | +29.7% | +24.1% |
| 6M | +30.0% | +65.9% | -35.9% | +26.2% |
| YTD | +36.1% | +55.5% | -19.4% | +32.3% |
| 1Y | +46.8% | +64.2% | -17.3% | +42.3% |
| 3Y | +30.5% | +606.0% | -575.6% | +14.1% |
| 5Y | +17.9% | +47.3% | -29.4% | +11.0% |
| All | +100.9% | +472.2% | -371.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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