+162.6%
PM vs KDP
+16.7%
+145.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.4% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | -3.2% | +9.7% | -12.9% | -6.1% |
| 3M | +6.2% | +17.6% | -11.4% | +0.8% |
| 6M | +7.7% | +25.8% | -18.1% | -0.1% |
| YTD | +27.3% | +33.9% | -6.6% | +15.7% |
| 1Y | +32.8% | +38.9% | -6.1% | +19.2% |
| 3Y | +150.0% | +26.8% | +123.2% | +125.9% |
| All | +162.6% | +16.7% | +145.9% | +146.2% |
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