+234.7%
PM vs KDP
+235.7%
-1.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.7% |
| 7D | -7.3% | +0.3% | -7.6% | -7.5% |
| 30D | -4.0% | +16.3% | -20.3% | -8.3% |
| 3M | +2.7% | +24.0% | -21.2% | -3.8% |
| 6M | +14.9% | +30.0% | -15.1% | +5.9% |
| YTD | +23.5% | +36.1% | -12.6% | +12.1% |
| 1Y | +30.4% | +46.8% | -16.5% | +15.6% |
| 3Y | +143.2% | +30.5% | +112.7% | +120.1% |
| 5Y | +159.5% | +17.9% | +141.6% | +141.7% |
| 10Y | +234.7% | +239.3% | -4.6% | +139.4% |
| All | +234.7% | +235.7% | -1.1% | +139.4% |
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