+97.6%
KDP vs GH
+446.7%
-349.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.7% |
| 7D | -0.8% | +0.6% | -1.3% | -0.8% |
| 30D | +9.7% | -6.9% | +16.6% | +10.0% |
| 3M | +17.6% | -4.9% | +22.5% | +17.6% |
| 6M | +25.8% | +54.1% | -28.3% | +22.6% |
| YTD | +33.9% | +48.5% | -14.6% | +30.4% |
| 1Y | +38.9% | +61.2% | -22.3% | +34.6% |
| 3Y | +26.8% | +570.3% | -543.6% | +11.2% |
| 5Y | +16.3% | +46.1% | -29.8% | +9.4% |
| All | +97.6% | +446.7% | -349.0% | +71.8% |
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