+117.4%
PM vs KDP
+6.0%
+111.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -4.9% | +1.3% | -6.2% | -5.2% |
| 30D | -3.4% | +6.0% | -9.4% | -5.1% |
| 3M | +5.2% | +9.2% | -4.0% | +2.3% |
| 6M | +3.7% | +14.7% | -11.0% | -0.8% |
| YTD | +15.8% | +19.2% | -3.4% | +9.4% |
| 1Y | +17.4% | +15.2% | +2.2% | +11.8% |
| 3Y | +116.9% | +6.0% | +111.0% | +109.6% |
| All | +117.4% | +6.0% | +111.4% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling