+99.2%
KDP vs GH
+443.7%
-344.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +2.2% | -15.6% | +17.8% | +2.9% |
| 30D | +19.9% | -10.4% | +30.3% | +20.4% |
| 3M | +21.5% | -4.3% | +25.7% | +21.5% |
| 6M | +30.1% | +63.5% | -33.4% | +26.4% |
| YTD | +34.9% | +47.7% | -12.8% | +31.5% |
| 1Y | +43.4% | +56.7% | -13.4% | +39.2% |
| 3Y | +29.1% | +443.9% | -414.8% | +14.6% |
| 5Y | +15.0% | +36.9% | -21.9% | +8.7% |
| All | +99.2% | +443.7% | -344.5% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling