+15.2%
KDP vs P
+32.0%
-16.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.8% |
| 7D | +1.3% | +6.5% | -5.3% | +1.6% |
| 30D | +6.0% | +18.8% | -12.8% | +7.4% |
| 3M | +9.2% | +26.7% | -17.6% | +11.6% |
| 6M | +14.7% | +62.2% | -47.5% | +18.4% |
| YTD | +19.2% | +48.5% | -29.3% | +22.6% |
| 1Y | +15.2% | +26.4% | -11.2% | +17.4% |
| All | +15.2% | +32.0% | -16.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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