+617.6%
PLTR vs KDP
+16.7%
+600.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.0% |
| 7D | +4.7% | -0.8% | +5.5% | +4.7% |
| 30D | -16.4% | +9.7% | -26.1% | -16.1% |
| 3M | -6.2% | +17.6% | -23.8% | -5.6% |
| 6M | +29.2% | +25.8% | +3.4% | +30.2% |
| YTD | -5.5% | +33.9% | -39.4% | -4.7% |
| 1Y | -2.4% | +38.9% | -41.3% | -1.7% |
| 3Y | +752.3% | +26.8% | +725.5% | +748.3% |
| All | +617.6% | +16.7% | +600.9% | +636.6% |
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