+1,117.5%
KDP vs GIS
+133.0%
+984.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.1% |
| 7D | +1.3% | -7.8% | +9.1% | +4.4% |
| 30D | +6.0% | +6.6% | -0.6% | +3.3% |
| 3M | +9.2% | +21.0% | -11.8% | +1.3% |
| 6M | +14.7% | -9.1% | +23.8% | +18.3% |
| YTD | +19.2% | -13.6% | +32.8% | +25.2% |
| 1Y | +15.2% | -18.0% | +33.2% | +23.1% |
| 3Y | +6.0% | -33.7% | +39.6% | +21.5% |
| 5Y | +5.4% | -19.4% | +24.9% | +11.5% |
| 10Y | +171.9% | -21.3% | +193.1% | +184.5% |
| All | +1,117.5% | +133.0% | +984.5% | +634.8% |
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