+770.5%
PLTR vs KDP
+24.9%
+745.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -1.8% |
| 7D | +10.7% | -4.0% | +14.7% | +10.0% |
| 30D | -17.8% | +8.5% | -26.2% | -16.4% |
| 3M | +0.3% | +20.7% | -20.4% | +4.1% |
| 6M | +26.2% | +23.2% | +3.0% | +32.0% |
| YTD | -3.5% | +30.5% | -34.0% | +2.6% |
| 1Y | -6.8% | +35.9% | -42.7% | -0.4% |
| All | +770.5% | +24.9% | +745.7% | +854.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling