+76.0%
KDP vs GH
+481.7%
-405.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +1.3% | -0.1% | +1.3% | +1.3% |
| 30D | +6.0% | -1.1% | +7.1% | +6.0% |
| 3M | +9.2% | +21.3% | -12.1% | +8.0% |
| 6M | +14.7% | +73.5% | -58.8% | +11.2% |
| YTD | +19.2% | +58.0% | -38.8% | +16.0% |
| 1Y | +15.2% | +163.1% | -147.9% | +8.8% |
| 3Y | +6.0% | +361.0% | -355.1% | -4.9% |
| 5Y | +5.4% | +22.5% | -17.1% | +0.8% |
| All | +76.0% | +481.7% | -405.7% | +52.8% |
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 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