+239.1%
KDP vs P
+666.7%
-427.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.4% | -10.8% | -7.6% |
| 7D | -4.0% | +17.8% | -21.8% | -4.8% |
| 30D | +8.5% | -29.9% | +38.3% | +10.2% |
| 3M | +20.7% | -1.2% | +21.9% | +20.0% |
| 6M | +23.2% | +32.1% | -8.9% | +19.7% |
| YTD | +30.5% | +64.3% | -33.8% | +24.2% |
| 1Y | +35.9% | +24.3% | +11.6% | +31.4% |
| 3Y | +24.8% | +203.2% | -178.4% | +6.6% |
| 5Y | +13.4% | +290.4% | -277.0% | -8.3% |
| All | +239.1% | +666.7% | -427.6% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling