+53.4%
T vs KDP
+14.9%
+38.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.7% |
| 3M | -7.7% | +21.5% | -29.2% | -12.4% |
| 6M | -13.3% | +30.1% | -43.4% | -19.3% |
| YTD | -8.8% | +34.9% | -43.7% | -16.1% |
| 1Y | -8.4% | +43.4% | -51.8% | -17.2% |
| 3Y | +59.6% | +29.1% | +30.6% | +45.3% |
| All | +53.4% | +14.9% | +38.5% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling