+112.5%
NET vs KDP
+6.0%
+106.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -7.0% | +1.3% | -8.3% | -7.1% |
| 30D | -4.8% | +6.0% | -10.8% | -5.5% |
| 3M | +3.8% | +9.2% | -5.4% | +2.5% |
| 6M | +50.0% | +14.7% | +35.4% | +47.0% |
| YTD | +41.5% | +19.2% | +22.3% | +37.0% |
| 1Y | +32.8% | +15.2% | +17.7% | +29.5% |
| 3Y | +335.9% | +6.0% | +329.9% | +322.5% |
| All | +112.5% | +6.0% | +106.4% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling