+73.2%
KDP vs GH
+486.6%
-413.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +9.5% | -2.6% | +12.1% | +9.6% |
| 3M | +2.6% | +25.1% | -22.5% | +1.3% |
| 6M | +15.6% | +78.5% | -62.9% | +11.9% |
| YTD | +17.3% | +59.4% | -42.0% | +14.1% |
| 1Y | +20.1% | +173.9% | -153.8% | +13.2% |
| 3Y | +4.9% | +382.7% | -377.8% | -6.1% |
| 5Y | +5.0% | +24.4% | -19.4% | +0.3% |
| All | +73.2% | +486.6% | -413.4% | +50.3% |
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