+45.4%
ON vs KDP
+17.7%
+27.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -2.2% | +2.1% | -4.2% | -2.2% |
| 30D | -12.4% | +8.5% | -20.9% | -12.8% |
| 3M | -41.2% | +6.6% | -47.8% | -42.5% |
| 6M | +25.0% | +17.1% | +7.9% | +16.5% |
| YTD | +31.3% | +19.0% | +12.2% | +22.1% |
| 1Y | +45.4% | +21.8% | +23.6% | +28.2% |
| All | +45.4% | +17.7% | +27.7% | +28.2% |
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