+143.9%
PM vs KDP
+28.7%
+115.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.2% | +2.2% | -7.4% | -5.8% |
| 30D | +2.7% | +19.9% | -17.2% | -1.5% |
| 3M | +5.2% | +21.5% | -16.3% | +0.5% |
| 6M | +17.0% | +30.1% | -13.1% | +10.1% |
| YTD | +25.5% | +34.9% | -9.4% | +17.1% |
| 1Y | +35.5% | +43.4% | -7.9% | +25.0% |
| 3Y | +143.9% | +29.1% | +114.8% | +127.4% |
| All | +143.9% | +28.7% | +115.2% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling