-8.4%
T vs KDP
+42.4%
-50.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +1.0% | +2.2% | -1.2% | +0.4% |
| 30D | -10.6% | +19.9% | -30.5% | -14.0% |
| 3M | -7.7% | +21.5% | -29.2% | -11.6% |
| 6M | -13.3% | +30.1% | -43.4% | -18.2% |
| YTD | -8.8% | +34.9% | -43.7% | -15.0% |
| 1Y | -8.4% | +43.4% | -51.8% | -16.8% |
| All | -8.4% | +42.4% | -50.8% | -16.8% |
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