+30.5%
KDP vs QS
-20.8%
+51.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -5.9% | +0.9% |
| 7D | +0.3% | +13.7% | -13.4% | +0.5% |
| 30D | +16.3% | -0.2% | +16.5% | +16.3% |
| 3M | +24.0% | -24.8% | +48.8% | +23.6% |
| 6M | +30.0% | -39.4% | +69.4% | +29.4% |
| YTD | +36.1% | -56.1% | +92.2% | +35.1% |
| 1Y | +46.8% | -72.5% | +119.3% | +45.2% |
| 3Y | +30.5% | -16.3% | +46.8% | +29.6% |
| All | +30.5% | -20.8% | +51.3% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling