+1,232.8%
KDP vs GIS
+107.9%
+1,124.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -6.6% |
| 7D | -4.0% | -8.1% | +4.1% | -0.8% |
| 30D | +8.5% | +5.3% | +3.1% | +6.3% |
| 3M | +20.7% | -10.5% | +31.2% | +25.6% |
| 6M | +23.2% | +1.8% | +21.4% | +21.8% |
| YTD | +30.5% | -22.9% | +53.4% | +42.9% |
| 1Y | +35.9% | -22.9% | +58.8% | +48.6% |
| 3Y | +24.8% | -40.5% | +65.3% | +49.1% |
| 5Y | +13.4% | -34.9% | +48.3% | +29.8% |
| 10Y | +239.3% | -19.0% | +258.3% | +243.0% |
| All | +1,232.8% | +107.9% | +1,124.9% | +738.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling