+552.9%
PLTR vs KDP
+6.0%
+546.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.5% |
| 7D | -6.4% | +1.3% | -7.7% | -6.4% |
| 30D | +10.0% | +6.0% | +4.1% | +10.2% |
| 3M | +23.0% | +9.2% | +13.8% | +23.3% |
| 6M | +13.8% | +14.7% | -0.9% | +14.6% |
| YTD | -1.9% | +19.2% | -21.1% | -1.6% |
| 1Y | +11.6% | +15.2% | -3.5% | +12.2% |
| 3Y | +1,048.4% | +6.0% | +1,042.4% | +1,056.0% |
| All | +552.9% | +6.0% | +546.9% | +555.3% |
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