+146.7%
PM vs KDP
+34.8%
+111.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | -7.1% | +4.0% | -11.0% | -7.9% |
| 30D | -2.8% | +16.8% | -19.6% | -6.2% |
| 3M | +6.3% | +32.0% | -25.7% | -0.2% |
| 6M | +9.6% | +35.2% | -25.5% | +2.4% |
| YTD | +25.6% | +40.9% | -15.3% | +16.1% |
| 1Y | +29.7% | +47.7% | -18.0% | +18.8% |
| All | +146.7% | +34.8% | +111.9% | +128.6% |
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