+14.5%
NET vs KDP
+41.3%
-26.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | +0.1% |
| 7D | -16.4% | +5.3% | -21.7% | -14.1% |
| 30D | -25.8% | +19.1% | -44.9% | -20.1% |
| 3M | -11.5% | +19.2% | -30.7% | -4.9% |
| 6M | +18.9% | +29.3% | -10.4% | +35.2% |
| YTD | +35.2% | +35.5% | -0.3% | +57.2% |
| 1Y | +14.5% | +43.5% | -29.0% | +42.4% |
| All | +14.5% | +41.3% | -26.9% | +42.4% |
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