+25.4%
KDP vs QS
-47.0%
+72.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | -1.4% |
| 7D | -1.6% | -4.2% | +2.7% | -1.5% |
| 30D | +9.5% | -15.7% | +25.2% | +9.6% |
| 3M | +2.6% | -28.7% | +31.3% | +2.8% |
| 6M | +15.6% | -23.2% | +38.9% | +15.7% |
| YTD | +17.3% | -49.9% | +67.2% | +17.8% |
| 1Y | +20.1% | -38.8% | +58.9% | +20.1% |
| 3Y | +4.9% | -24.0% | +28.9% | +3.7% |
| 5Y | +5.0% | -75.6% | +80.6% | +3.9% |
| All | +25.4% | -47.0% | +72.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling