+13.7%
KDP vs GTLB
-49.8%
+63.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -4.0% | -3.5% | -0.5% | -3.9% |
| 30D | +8.5% | -9.0% | +17.4% | +8.5% |
| 3M | +20.7% | +15.9% | +4.8% | +20.4% |
| 6M | +23.2% | +104.9% | -81.7% | +22.0% |
| YTD | +30.5% | +26.0% | +4.5% | +30.1% |
| 1Y | +35.9% | +1.8% | +34.1% | +35.9% |
| 3Y | +24.8% | +6.0% | +18.8% | +23.8% |
| 5Y | +13.4% | -62.2% | +75.6% | +11.9% |
| All | +13.7% | -49.8% | +63.5% | +11.8% |
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