-10.0%
PLTR vs KDP
+41.3%
-51.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.9% | -8.0% | -0.7% |
| 7D | -12.8% | +5.3% | -18.1% | -11.4% |
| 30D | -9.3% | +19.1% | -28.4% | -5.4% |
| 3M | +5.6% | +19.2% | -13.6% | +10.1% |
| 6M | +17.6% | +29.3% | -11.7% | +27.8% |
| YTD | -3.4% | +35.5% | -38.9% | +6.4% |
| 1Y | -10.0% | +43.5% | -53.5% | +0.5% |
| All | -10.0% | +41.3% | -51.3% | +0.5% |
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