+48.4%
KDP vs OPEN
-87.0%
+135.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -21.8% | +21.1% | -0.4% |
| 7D | +2.2% | -22.2% | +24.4% | +2.5% |
| 30D | +19.9% | -38.3% | +58.3% | +20.6% |
| 3M | +21.5% | -59.4% | +80.8% | +22.8% |
| 6M | +30.1% | -74.4% | +104.5% | +32.1% |
| YTD | +34.9% | -76.0% | +110.9% | +36.9% |
| 1Y | +43.4% | -78.7% | +122.0% | +45.5% |
| 3Y | +29.1% | -30.0% | +59.1% | +26.5% |
| 5Y | +15.0% | -93.7% | +108.7% | +12.4% |
| All | +48.4% | -87.0% | +135.4% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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