+32.8%
NET vs KDP
+15.4%
+17.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.2% |
| 7D | -7.0% | +1.3% | -8.3% | -6.5% |
| 30D | -4.8% | +6.0% | -10.8% | -3.1% |
| 3M | +3.8% | +9.2% | -5.4% | +7.6% |
| 6M | +50.0% | +14.7% | +35.4% | +61.1% |
| YTD | +41.5% | +19.2% | +22.3% | +52.6% |
| 1Y | +32.8% | +15.2% | +17.7% | +40.3% |
| All | +32.8% | +15.4% | +17.5% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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