-50.3%
TEAM vs KDP
+6.0%
-56.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | +67.3% | +6.0% | +61.3% | +65.4% |
| 3M | +86.8% | +9.2% | +77.6% | +83.4% |
| 6M | +146.8% | +14.7% | +132.1% | +140.2% |
| YTD | +16.9% | +19.2% | -2.3% | +12.3% |
| 1Y | +12.8% | +15.2% | -2.4% | +9.2% |
| 3Y | -7.3% | +6.0% | -13.2% | -10.8% |
| All | -50.3% | +6.0% | -56.4% | -51.8% |
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 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