+47.4%
TER vs KDP
+36.0%
+11.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -2.5% |
| 7D | +24.0% | -4.0% | +28.0% | +23.0% |
| 30D | -30.6% | +8.5% | -39.1% | -29.2% |
| 3M | -34.5% | +20.7% | -55.2% | -32.9% |
| 6M | -26.4% | +23.2% | -49.5% | -26.5% |
| YTD | +36.4% | +30.5% | +5.9% | +35.7% |
| 1Y | +47.4% | +35.9% | +11.5% | +50.3% |
| All | +47.4% | +36.0% | +11.4% | +50.3% |
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