+58.8%
T vs KDP
+248.3%
-189.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.3% |
| 7D | +2.6% | +8.2% | -5.6% | +0.8% |
| 30D | -1.1% | +18.4% | -19.4% | -4.6% |
| 3M | -7.7% | +29.2% | -37.0% | -12.9% |
| 6M | -10.6% | +32.3% | -42.9% | -16.1% |
| YTD | -7.5% | +38.5% | -45.9% | -14.2% |
| 1Y | -7.4% | +48.5% | -55.9% | -15.5% |
| 3Y | +63.1% | +32.5% | +30.6% | +51.1% |
| 5Y | +55.2% | +19.7% | +35.5% | +46.6% |
| 10Y | +58.8% | +256.4% | -197.6% | +24.5% |
| All | +58.8% | +248.3% | -189.5% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling