+232.4%
PM vs KDP
+231.8%
+0.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.2% | +2.2% | -7.4% | -5.9% |
| 30D | +2.7% | +19.9% | -17.2% | -2.8% |
| 3M | +6.1% | +21.5% | -15.4% | -0.1% |
| 6M | +18.0% | +30.1% | -12.1% | +8.7% |
| YTD | +26.6% | +34.9% | -8.4% | +15.1% |
| 1Y | +36.7% | +43.4% | -6.7% | +22.0% |
| 3Y | +146.0% | +29.1% | +116.9% | +123.2% |
| 5Y | +164.1% | +15.0% | +149.1% | +147.7% |
| All | +232.4% | +231.8% | +0.6% | +138.0% |
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