+239.3%
KDP vs P
+748.5%
-509.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.4% | +0.5% |
| 7D | +0.3% | -9.6% | +9.9% | +0.7% |
| 30D | +16.3% | -33.4% | +49.7% | +18.4% |
| 3M | +24.0% | +14.2% | +9.8% | +22.1% |
| 6M | +30.0% | +31.6% | -1.6% | +26.2% |
| YTD | +36.1% | +53.5% | -17.4% | +30.1% |
| 1Y | +46.8% | +14.2% | +32.7% | +42.7% |
| 3Y | +30.5% | +190.5% | -160.0% | +11.8% |
| 5Y | +17.9% | +256.3% | -238.4% | -3.7% |
| 10Y | +239.3% | +707.9% | -468.6% | +135.5% |
| All | +239.3% | +748.5% | -509.3% | +135.5% |
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