+43.1%
KDP vs QS
-62.6%
+105.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.8% | +2.6% |
| 7D | -0.8% | -14.0% | +13.2% | -0.7% |
| 30D | +9.7% | -6.4% | +16.1% | +9.8% |
| 3M | +17.6% | -40.3% | +57.9% | +18.0% |
| 6M | +25.8% | -57.5% | +83.3% | +26.4% |
| YTD | +33.9% | -64.7% | +98.6% | +34.7% |
| 1Y | +38.9% | -72.9% | +111.8% | +40.0% |
| 3Y | +26.8% | -33.5% | +60.2% | +25.2% |
| 5Y | +16.3% | -90.5% | +106.9% | +15.6% |
| All | +43.1% | -62.6% | +105.7% | +44.1% |
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