+54.8%
ON vs KDP
+15.4%
+39.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +2.4% | +1.3% | +1.2% | +2.4% |
| 30D | -3.3% | +6.0% | -9.3% | -3.5% |
| 3M | -43.6% | +9.2% | -52.8% | -45.3% |
| 6M | +19.0% | +14.7% | +4.3% | +12.0% |
| YTD | +37.4% | +19.2% | +18.2% | +28.1% |
| 1Y | +54.8% | +15.2% | +39.6% | +38.7% |
| All | +54.8% | +15.4% | +39.4% | +38.7% |
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