+33.5%
KDP vs GIS
-39.1%
+72.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.2% |
| 7D | +4.0% | -4.6% | +8.5% | +6.0% |
| 30D | +16.8% | +6.6% | +10.2% | +13.6% |
| 3M | +32.0% | -8.1% | +40.1% | +36.3% |
| 6M | +35.2% | +4.9% | +30.2% | +31.9% |
| YTD | +40.9% | -21.4% | +62.3% | +54.0% |
| 1Y | +47.7% | -21.6% | +69.3% | +61.4% |
| All | +33.5% | -39.1% | +72.6% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling