+210.2%
TER vs KDP
+34.8%
+175.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +8.6% |
| 7D | +5.9% | +4.0% | +1.9% | +6.6% |
| 30D | -30.8% | +16.8% | -47.6% | -28.9% |
| 3M | -29.9% | +32.0% | -62.0% | -27.2% |
| 6M | -27.5% | +35.2% | -62.6% | -24.9% |
| YTD | +37.5% | +40.9% | -3.4% | +42.6% |
| 1Y | +50.3% | +47.7% | +2.6% | +56.8% |
| All | +210.2% | +34.8% | +175.3% | +213.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling