+263.3%
KDP vs P
+449.6%
-186.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.4% | +16.7% | +1.0% |
| 7D | +4.5% | -31.9% | +36.4% | +6.2% |
| 30D | +18.5% | -36.5% | +55.0% | +20.7% |
| 3M | +20.8% | +11.6% | +9.3% | +19.2% |
| 6M | +29.4% | +25.2% | +4.2% | +26.1% |
| YTD | +35.9% | +39.4% | -3.5% | +31.0% |
| 1Y | +42.5% | -3.7% | +46.1% | +40.2% |
| 3Y | +29.4% | +167.3% | -137.9% | +13.2% |
| 5Y | +15.8% | +237.3% | -221.5% | -3.0% |
| 10Y | +236.5% | +698.6% | -462.2% | +148.7% |
| All | +263.3% | +449.6% | -186.3% | +171.8% |
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 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