+14.5%
KDP vs GLXY
-38.3%
+52.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | +1.0% |
| 7D | +0.3% | -0.5% | +0.9% | +0.3% |
| 30D | +16.3% | -28.6% | +44.9% | +16.0% |
| 3M | +24.0% | -28.1% | +52.0% | +23.7% |
| 6M | +30.0% | -52.0% | +82.0% | +29.6% |
| YTD | +36.1% | -35.1% | +71.2% | +34.7% |
| 1Y | +46.8% | -54.0% | +100.9% | +45.7% |
| All | +14.5% | -38.3% | +52.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling