+29.3%
KDP vs Q
+66.4%
-37.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -0.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.3% |
| 30D | +19.9% | -9.8% | +29.7% | +19.8% |
| 3M | +21.5% | -12.2% | +33.7% | +21.3% |
| 6M | +30.1% | -21.6% | +51.7% | +29.5% |
| YTD | +34.9% | +43.6% | -8.6% | +34.2% |
| 1Y | +43.4% | +25.7% | +17.7% | +41.2% |
| All | +29.3% | +66.4% | -37.1% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling