-65.3%
TEAM vs KDP
+14.9%
-80.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.7% | -15.4% | -16.0% |
| 7D | -19.8% | +2.2% | -22.0% | -20.2% |
| 30D | -21.5% | +19.9% | -41.4% | -24.2% |
| 3M | +39.5% | +21.5% | +18.0% | +34.3% |
| 6M | +73.1% | +30.1% | +43.0% | +64.4% |
| YTD | -5.2% | +34.9% | -40.2% | -11.0% |
| 1Y | -1.6% | +43.4% | -45.0% | -9.2% |
| 3Y | -11.4% | +29.1% | -40.5% | -19.8% |
| All | -65.3% | +14.9% | -80.2% | -67.2% |
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