+7.8%
ON vs KDP
+14.9%
-7.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -11.7% | +2.2% | -13.9% | -12.3% |
| 30D | -23.3% | +19.9% | -43.2% | -27.4% |
| 3M | -19.2% | +21.5% | -40.7% | -24.1% |
| 6M | -40.1% | +30.1% | -70.3% | -46.2% |
| YTD | +16.9% | +34.9% | -18.0% | +3.0% |
| 1Y | +29.7% | +43.4% | -13.7% | +11.3% |
| 3Y | -4.4% | +29.1% | -33.5% | -18.8% |
| All | +7.8% | +14.9% | -7.1% | +1.3% |
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