+1,035.1%
KDP vs GNRC
+2,120.5%
-1,085.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +2.1% | +4.8% | -2.8% | +1.6% |
| 30D | +8.5% | -10.4% | +18.8% | +9.4% |
| 3M | +6.6% | -28.5% | +35.1% | +9.3% |
| 6M | +17.1% | -6.8% | +23.8% | +16.8% |
| YTD | +19.0% | +39.5% | -20.4% | +14.1% |
| 1Y | +21.8% | +3.4% | +18.4% | +19.6% |
| 3Y | +6.4% | +65.1% | -58.7% | -1.5% |
| 5Y | +5.1% | -57.1% | +62.2% | +7.9% |
| 10Y | +175.8% | +432.5% | -256.7% | +108.7% |
| All | +1,035.1% | +2,120.5% | -1,085.4% | +596.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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