+18.5%
KDP vs GIS
-23.7%
+42.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -0.6% |
| 7D | -4.3% | -8.4% | +4.1% | -0.7% |
| 30D | +7.8% | -5.2% | +13.0% | +10.1% |
| 3M | -0.1% | +8.2% | -8.2% | -3.3% |
| 6M | +14.0% | -12.0% | +26.0% | +19.7% |
| YTD | +15.1% | -18.9% | +33.9% | +24.4% |
| 1Y | +18.5% | -23.6% | +42.1% | +29.9% |
| All | +18.5% | -23.7% | +42.2% | +29.9% |
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