+1,681.1%
PLTR vs KDP
+59.4%
+1,621.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.5% |
| 7D | -5.1% | +0.3% | -5.5% | -5.1% |
| 30D | -19.1% | +16.3% | -35.4% | -19.4% |
| 3M | -1.6% | +24.0% | -25.6% | -2.2% |
| 6M | +22.8% | +30.0% | -7.2% | +21.8% |
| YTD | -4.8% | +36.1% | -40.9% | -5.9% |
| 1Y | -4.9% | +46.8% | -51.7% | -6.8% |
| 3Y | +826.1% | +30.5% | +795.6% | +798.8% |
| 5Y | +597.7% | +17.9% | +579.8% | +599.5% |
| All | +1,681.1% | +59.4% | +1,621.6% | +1,373.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling