+1,706.1%
PLTR vs KDP
+52.9%
+1,653.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -0.3% |
| 7D | +10.7% | -4.0% | +14.7% | +10.8% |
| 30D | -17.8% | +8.5% | -26.2% | -18.0% |
| 3M | +0.3% | +20.7% | -20.4% | -0.2% |
| 6M | +26.2% | +23.2% | +3.0% | +25.3% |
| YTD | -3.5% | +30.5% | -34.0% | -4.5% |
| 1Y | -6.8% | +35.9% | -42.7% | -8.3% |
| 3Y | +772.3% | +24.8% | +747.5% | +747.8% |
| 5Y | +651.6% | +13.4% | +638.2% | +653.3% |
| All | +1,706.1% | +52.9% | +1,653.2% | +1,394.9% |
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