+83.9%
TER vs KDP
+13.5%
+70.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -0.4% |
| 7D | +24.0% | -4.0% | +28.0% | +24.2% |
| 30D | -30.6% | +8.5% | -39.1% | -31.2% |
| 3M | -34.5% | +20.7% | -55.2% | -36.0% |
| 6M | -26.4% | +23.2% | -49.5% | -28.8% |
| YTD | +36.4% | +30.5% | +5.9% | +30.3% |
| 1Y | +47.4% | +35.9% | +11.5% | +39.8% |
| 3Y | +202.6% | +24.8% | +177.7% | +180.2% |
| 5Y | +83.9% | +13.4% | +70.5% | +83.7% |
| All | +83.9% | +13.5% | +70.4% | +83.7% |
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