+810.5%
PM vs KDP
+1,304.6%
-494.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -3.4% | +4.5% | -7.9% | -4.8% |
| 30D | +5.8% | +18.5% | -12.7% | +0.3% |
| 3M | +6.7% | +20.8% | -14.2% | +0.4% |
| 6M | +19.9% | +29.4% | -9.5% | +10.3% |
| YTD | +27.8% | +35.9% | -8.1% | +15.6% |
| 1Y | +39.4% | +42.5% | -3.1% | +24.1% |
| 3Y | +146.9% | +29.4% | +117.5% | +123.1% |
| 5Y | +166.6% | +15.8% | +150.8% | +148.4% |
| 10Y | +242.1% | +236.5% | +5.6% | +123.7% |
| All | +810.5% | +1,304.6% | -494.2% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling