+43.5%
KDP vs GIS
-17.8%
+61.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.2% | +0.7% | +3.7% |
| 7D | +5.3% | +8.5% | -3.1% | +1.9% |
| 30D | +19.1% | +15.3% | +3.8% | +12.3% |
| 3M | +19.2% | +0.9% | +18.2% | +18.3% |
| 6M | +29.3% | +7.9% | +21.3% | +24.9% |
| YTD | +35.5% | -17.6% | +53.1% | +43.8% |
| 1Y | +43.5% | -17.4% | +60.8% | +51.9% |
| All | +43.5% | -17.8% | +61.2% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling