+591.8%
ON vs KDP
+173.4%
+418.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | -1.9% | -1.6% | -0.3% | -1.2% |
| 30D | -11.0% | +9.5% | -20.5% | -15.0% |
| 3M | -39.3% | +2.6% | -42.0% | -41.1% |
| 6M | +19.8% | +15.6% | +4.2% | +9.1% |
| YTD | +31.1% | +17.3% | +13.8% | +18.1% |
| 1Y | +46.0% | +20.1% | +25.9% | +29.5% |
| 3Y | -27.5% | +4.9% | -32.4% | -33.3% |
| 5Y | +56.9% | +5.0% | +51.9% | +44.7% |
| 10Y | +591.8% | +179.8% | +412.0% | +353.1% |
| All | +591.8% | +173.4% | +418.4% | +353.1% |
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