+1,116.0%
KDP vs GPN
+332.0%
+784.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.6% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | +8.5% | +3.8% | +4.6% | +7.6% |
| 3M | +6.6% | +39.2% | -32.6% | -1.2% |
| 6M | +17.1% | +17.9% | -0.8% | +12.0% |
| YTD | +19.0% | +16.4% | +2.7% | +13.5% |
| 1Y | +21.8% | +3.6% | +18.1% | +19.0% |
| 3Y | +6.4% | -26.7% | +33.1% | +10.0% |
| 5Y | +5.1% | -44.8% | +49.9% | +13.5% |
| 10Y | +175.8% | +24.1% | +151.7% | +127.0% |
| All | +1,116.0% | +332.0% | +784.0% | +467.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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