+2.4%
KDP vs PSLV
+165.1%
-162.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -1.9% |
| 7D | -4.3% | -4.9% | +0.6% | -4.3% |
| 30D | +7.8% | -1.9% | +9.7% | +7.8% |
| 3M | -0.1% | +4.2% | -4.2% | 0.0% |
| 6M | +14.0% | -27.6% | +41.6% | +14.3% |
| YTD | +15.1% | -11.7% | +26.7% | +14.8% |
| 1Y | +18.5% | +49.3% | -30.8% | +18.5% |
| All | +2.4% | +165.1% | -162.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling