+831.2%
KDP vs PSLV
+57.8%
+773.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.7% |
| 7D | -0.8% | -6.3% | +5.5% | -0.6% |
| 30D | +9.7% | -12.7% | +22.4% | +10.2% |
| 3M | +17.6% | -24.7% | +42.4% | +18.7% |
| 6M | +25.8% | -44.6% | +70.4% | +28.3% |
| YTD | +33.9% | -33.3% | +67.1% | +34.5% |
| 1Y | +38.9% | -8.6% | +47.5% | +37.6% |
| 3Y | +26.8% | +108.2% | -81.4% | +20.1% |
| 5Y | +16.3% | +79.1% | -62.8% | +10.5% |
| 10Y | +248.1% | +137.7% | +110.5% | +223.5% |
| All | +831.2% | +57.8% | +773.4% | +739.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling