+47.6%
ON vs KDP
+41.3%
+6.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.9% | -7.8% | -0.8% |
| 7D | -5.8% | +5.3% | -11.1% | -4.9% |
| 30D | -17.1% | +19.1% | -36.2% | -15.1% |
| 3M | -11.8% | +19.2% | -31.0% | -9.6% |
| 6M | -30.2% | +29.3% | -59.5% | -31.6% |
| YTD | +31.6% | +35.5% | -4.0% | +28.0% |
| 1Y | +47.6% | +43.5% | +4.1% | +39.5% |
| All | +47.6% | +41.3% | +6.2% | +39.5% |
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