+18.6%
KDP vs GLXY
-32.0%
+50.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +13.2% | -11.4% | +2.1% |
| 7D | +4.0% | +14.3% | -10.3% | +4.4% |
| 30D | +16.8% | -19.6% | +36.4% | +16.8% |
| 3M | +32.0% | -20.7% | +52.7% | +32.0% |
| 6M | +35.2% | -49.6% | +84.7% | +35.1% |
| YTD | +40.9% | -28.6% | +69.5% | +39.8% |
| 1Y | +47.7% | -48.0% | +95.7% | +46.8% |
| All | +18.6% | -32.0% | +50.6% | +16.1% |
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