+1,001.8%
TER vs KDP
+235.7%
+766.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +11.9% | +12.6% |
| 7D | -5.8% | +0.3% | -6.1% | -6.0% |
| 30D | -38.9% | +16.3% | -55.2% | -41.1% |
| 3M | -35.1% | +24.0% | -59.1% | -38.6% |
| 6M | -31.6% | +30.0% | -61.5% | -36.5% |
| YTD | +27.2% | +36.1% | -8.8% | +16.5% |
| 1Y | +35.2% | +46.8% | -11.6% | +21.3% |
| 3Y | +192.8% | +30.5% | +162.3% | +164.1% |
| 5Y | +72.4% | +17.9% | +54.5% | +61.4% |
| 10Y | +1,001.8% | +239.3% | +762.6% | +825.5% |
| All | +1,001.8% | +235.7% | +766.1% | +825.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling