+43.5%
KDP vs Q
+19.7%
+23.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.9% |
| 7D | +5.3% | -3.3% | +8.6% | +5.3% |
| 30D | +19.1% | -9.7% | +28.8% | +19.0% |
| 3M | +19.2% | -16.1% | +35.3% | +18.9% |
| 6M | +29.3% | -15.7% | +45.0% | +28.5% |
| YTD | +35.5% | +45.7% | -10.2% | +34.4% |
| 1Y | +43.5% | +18.0% | +25.5% | +42.5% |
| All | +43.5% | +19.7% | +23.8% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling