+5.1%
KDP vs QS
-74.6%
+79.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.1% |
| 7D | +2.1% | +2.2% | -0.1% | +2.0% |
| 30D | +8.5% | -8.1% | +16.5% | +8.5% |
| 3M | +6.6% | -27.0% | +33.6% | +6.9% |
| 6M | +17.1% | -16.4% | +33.5% | +17.1% |
| YTD | +19.0% | -46.4% | +65.4% | +19.7% |
| 1Y | +21.8% | -41.1% | +62.9% | +21.8% |
| 3Y | +6.4% | -18.6% | +25.1% | +3.8% |
| 5Y | +5.1% | -73.0% | +78.2% | +3.1% |
| All | +5.1% | -74.6% | +79.7% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling