+42.4%
ON vs KDP
+46.6%
-4.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.8% | +8.3% | +9.3% |
| 7D | -1.4% | +0.3% | -1.8% | -1.2% |
| 30D | -10.9% | +16.3% | -27.2% | -8.7% |
| 3M | -14.9% | +24.0% | -38.8% | -12.1% |
| 6M | -33.0% | +30.0% | -63.0% | -33.9% |
| YTD | +27.6% | +36.1% | -8.5% | +25.8% |
| All | +42.4% | +46.6% | -4.2% | +40.1% |
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 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