+218.6%
KDP vs P
+485.4%
-266.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +1.3% | +6.5% | -5.3% | +0.9% |
| 30D | +6.0% | +18.8% | -12.8% | +4.8% |
| 3M | +9.2% | +26.7% | -17.6% | +7.3% |
| 6M | +14.7% | +62.2% | -47.5% | +10.6% |
| YTD | +19.2% | +48.5% | -29.3% | +15.2% |
| 1Y | +15.2% | +26.4% | -11.2% | +11.9% |
| 3Y | +6.0% | +159.4% | -153.4% | -6.1% |
| 5Y | +5.4% | +275.8% | -270.4% | -11.9% |
| 10Y | +171.9% | +732.0% | -560.2% | +101.5% |
| All | +218.6% | +485.4% | -266.7% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling