-8.0%
T vs KDP
+46.6%
-54.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | -1.7% | +16.3% | -18.0% | -4.9% |
| 3M | -7.3% | +24.0% | -31.3% | -11.6% |
| 6M | -11.2% | +30.0% | -41.2% | -16.3% |
| YTD | -8.1% | +36.1% | -44.1% | -14.6% |
| All | -8.0% | +46.6% | -54.6% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling