+20.0%
ON vs KDP
+16.7%
+3.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.3% |
| 7D | +12.2% | -0.8% | +13.0% | +12.4% |
| 30D | -3.1% | +9.7% | -12.9% | -6.0% |
| 3M | -12.9% | +17.6% | -30.5% | -17.4% |
| 6M | -38.6% | +25.8% | -64.4% | -44.2% |
| YTD | +31.2% | +33.9% | -2.6% | +15.7% |
| 1Y | +47.6% | +38.9% | +8.8% | +28.0% |
| 3Y | +6.6% | +26.8% | -20.2% | -8.7% |
| All | +20.0% | +16.7% | +3.4% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling