+33.6%
TER vs KDP
+49.2%
-15.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | +0.3% |
| 7D | -8.9% | +8.2% | -17.1% | -6.6% |
| 30D | -39.1% | +18.4% | -57.4% | -36.7% |
| 3M | -32.8% | +29.2% | -62.0% | -29.9% |
| 6M | -31.7% | +32.3% | -64.0% | -30.8% |
| YTD | +26.9% | +38.5% | -11.5% | +29.1% |
| 1Y | +33.6% | +48.5% | -14.9% | +45.0% |
| All | +33.6% | +49.2% | -15.6% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling