+250.9%
PM vs KDP
+248.3%
+2.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | -6.6% | +8.2% | -14.8% | -8.8% |
| 30D | -3.4% | +18.4% | -21.8% | -8.2% |
| 3M | +5.3% | +29.2% | -23.9% | -2.5% |
| 6M | +15.5% | +32.3% | -16.7% | +6.0% |
| YTD | +24.3% | +38.5% | -14.2% | +12.3% |
| 1Y | +29.7% | +48.5% | -18.8% | +14.8% |
| 3Y | +144.9% | +32.5% | +112.4% | +120.8% |
| 5Y | +159.0% | +19.7% | +139.3% | +140.4% |
| 10Y | +250.9% | +256.4% | -5.5% | +152.9% |
| All | +250.9% | +248.3% | +2.7% | +152.9% |
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