+223.6%
T vs KDP
+1,132.0%
-908.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.7% |
| 7D | -1.3% | +1.3% | -2.5% | -1.6% |
| 30D | +11.4% | +6.0% | +5.4% | +9.6% |
| 3M | +14.3% | +9.2% | +5.1% | +11.4% |
| 6M | -9.3% | +14.7% | -24.0% | -12.8% |
| YTD | +7.1% | +19.2% | -12.1% | +1.7% |
| 1Y | -9.1% | +15.2% | -24.3% | -13.1% |
| 3Y | +105.3% | +6.0% | +99.4% | +98.5% |
| 5Y | +66.8% | +5.4% | +61.4% | +60.7% |
| 10Y | +66.8% | +171.9% | -105.1% | +19.3% |
| All | +223.6% | +1,132.0% | -908.3% | +42.8% |
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 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