+794.1%
PM vs KDP
+1,294.8%
-500.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.2% | +2.2% | -7.4% | -6.0% |
| 30D | +2.7% | +19.9% | -17.2% | -3.0% |
| 3M | +5.2% | +21.5% | -16.3% | -1.1% |
| 6M | +17.0% | +30.1% | -13.1% | +7.5% |
| YTD | +25.5% | +34.9% | -9.4% | +13.7% |
| 1Y | +35.5% | +43.4% | -7.9% | +20.4% |
| 3Y | +143.9% | +29.1% | +114.8% | +120.5% |
| 5Y | +161.8% | +15.0% | +146.9% | +144.5% |
| 10Y | +235.9% | +234.1% | +1.8% | +120.2% |
| All | +794.1% | +1,294.8% | -500.7% | +280.0% |
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