+45.1%
KDP vs QS
-72.4%
+117.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +1.7% |
| 7D | +8.2% | +8.0% | +0.2% | +8.3% |
| 30D | +18.4% | -2.8% | +21.2% | +18.2% |
| 3M | +29.2% | -28.1% | +57.3% | +28.1% |
| 6M | +32.3% | -41.0% | +73.2% | +30.7% |
| YTD | +38.5% | -57.3% | +95.8% | +35.4% |
| All | +45.1% | -72.4% | +117.5% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling