+27.4%
KDP vs QS
-44.4%
+71.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | +1.3% | -2.3% | +3.6% | +1.3% |
| 30D | +6.0% | -0.7% | +6.7% | +6.0% |
| 3M | +9.2% | -39.6% | +48.8% | +9.5% |
| 6M | +14.7% | -21.7% | +36.4% | +14.8% |
| YTD | +19.2% | -47.4% | +66.6% | +19.6% |
| 1Y | +15.2% | -28.4% | +43.5% | +14.9% |
| 3Y | +6.0% | -22.6% | +28.6% | +4.7% |
| 5Y | +5.4% | -75.6% | +81.0% | +4.3% |
| All | +27.4% | -44.4% | +71.7% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling