+43.5%
KDP vs GTLB
+6.1%
+37.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +5.3% | -9.7% | +15.0% | +5.1% |
| 30D | +19.1% | +1.7% | +17.4% | +19.1% |
| 3M | +19.2% | +43.6% | -24.4% | +20.8% |
| 6M | +29.3% | +113.0% | -83.7% | +33.5% |
| YTD | +35.5% | +39.5% | -4.0% | +40.2% |
| 1Y | +43.5% | +12.6% | +30.8% | +48.7% |
| All | +43.5% | +6.1% | +37.4% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling