+179.8%
KDP vs GIS
-19.2%
+199.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.0% |
| 7D | -1.6% | -8.6% | +7.0% | +1.1% |
| 30D | +9.5% | -0.5% | +9.9% | +9.6% |
| 3M | +2.6% | +11.9% | -9.3% | -0.8% |
| 6M | +15.6% | -11.6% | +27.2% | +19.4% |
| YTD | +17.3% | -16.3% | +33.7% | +22.9% |
| 1Y | +20.1% | -21.8% | +41.9% | +28.1% |
| 3Y | +4.9% | -35.7% | +40.6% | +17.3% |
| 5Y | +5.0% | -22.9% | +27.9% | +12.9% |
| 10Y | +179.8% | -16.8% | +196.6% | +212.1% |
| All | +179.8% | -19.2% | +199.0% | +212.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling