+1,278.3%
KDP vs M
+70.2%
+1,208.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.1% |
| 7D | +2.2% | -4.3% | +6.5% | +2.8% |
| 30D | +19.9% | +1.3% | +18.7% | +19.7% |
| 3M | +21.5% | -7.4% | +28.9% | +22.5% |
| 6M | +30.1% | +18.3% | +11.8% | +26.8% |
| YTD | +34.9% | +7.6% | +27.4% | +32.6% |
| 1Y | +43.4% | +17.4% | +26.0% | +39.2% |
| 3Y | +29.1% | +108.4% | -79.3% | +12.3% |
| 5Y | +15.0% | -10.6% | +25.6% | +7.7% |
| 10Y | +234.1% | -3.2% | +237.3% | +172.4% |
| All | +1,278.3% | +70.2% | +1,208.2% | +743.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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