+5.1%
KDP vs GIS
-21.0%
+26.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.5% |
| 7D | +2.1% | -8.3% | +10.3% | +5.7% |
| 30D | +8.5% | +2.2% | +6.3% | +7.4% |
| 3M | +6.6% | +15.7% | -9.1% | +0.2% |
| 6M | +17.1% | -12.0% | +29.0% | +22.6% |
| YTD | +19.0% | -15.0% | +34.0% | +26.2% |
| 1Y | +21.8% | -20.1% | +41.9% | +32.1% |
| 3Y | +6.4% | -34.6% | +41.1% | +23.4% |
| 5Y | +5.1% | -22.8% | +28.0% | +11.0% |
| All | +5.1% | -21.0% | +26.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling