+15.2%
KDP vs GIS
-18.7%
+33.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.1% |
| 7D | +1.3% | -7.8% | +9.1% | +4.7% |
| 30D | +6.0% | +6.6% | -0.6% | +3.0% |
| 3M | +9.2% | +21.0% | -11.8% | +1.1% |
| 6M | +14.7% | -9.1% | +23.8% | +18.4% |
| YTD | +19.2% | -13.6% | +32.8% | +25.2% |
| 1Y | +15.2% | -18.0% | +33.2% | +21.7% |
| All | +15.2% | -18.7% | +33.8% | +21.7% |
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