+1,381.0%
NET vs KDP
+60.0%
+1,321.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -3.8% |
| 7D | -16.4% | +5.3% | -21.7% | -17.5% |
| 30D | -25.8% | +19.1% | -44.9% | -29.0% |
| 3M | -11.5% | +19.2% | -30.7% | -15.5% |
| 6M | +18.9% | +29.3% | -10.4% | +10.6% |
| YTD | +35.2% | +35.5% | -0.3% | +23.1% |
| 1Y | +14.5% | +43.5% | -29.0% | +2.1% |
| 3Y | +313.8% | +29.0% | +284.8% | +267.8% |
| 5Y | +32.6% | +16.2% | +16.3% | +24.5% |
| All | +1,381.0% | +60.0% | +1,321.0% | +1,193.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling