+229.6%
KDP vs P
+713.7%
-484.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.9% |
| 7D | +2.2% | -23.8% | +26.0% | +3.4% |
| 30D | +19.9% | -36.6% | +56.6% | +22.4% |
| 3M | +21.5% | +10.9% | +10.6% | +19.7% |
| 6M | +30.1% | +30.0% | +0.1% | +26.3% |
| YTD | +34.9% | +44.4% | -9.4% | +29.4% |
| 1Y | +43.4% | +3.9% | +39.5% | +40.2% |
| 3Y | +29.1% | +176.6% | -147.5% | +10.8% |
| 5Y | +15.0% | +249.3% | -234.3% | -6.3% |
| All | +229.6% | +713.7% | -484.1% | +129.8% |
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