+3.7%
KDP vs GTLB
-50.0%
+53.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.1% |
| 7D | +2.1% | +4.6% | -2.5% | +2.0% |
| 30D | +8.5% | +21.0% | -12.5% | +8.2% |
| 3M | +6.6% | +51.7% | -45.1% | +6.1% |
| 6M | +17.1% | +89.3% | -72.2% | +16.1% |
| YTD | +19.0% | +25.6% | -6.6% | +18.8% |
| 1Y | +21.8% | -1.5% | +23.3% | +21.9% |
| 3Y | +6.4% | -9.9% | +16.4% | +5.9% |
| All | +3.7% | -50.0% | +53.7% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling