+47.6%
ON vs KDP
+39.5%
+8.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.2% |
| 7D | +12.2% | -0.8% | +13.0% | +12.3% |
| 30D | -3.1% | +9.7% | -12.9% | -1.5% |
| 3M | -12.9% | +17.6% | -30.5% | -10.5% |
| 6M | -38.6% | +25.8% | -64.4% | -39.2% |
| YTD | +31.2% | +33.9% | -2.6% | +29.1% |
| 1Y | +47.6% | +38.9% | +8.8% | +45.6% |
| All | +47.6% | +39.5% | +8.1% | +45.6% |
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