+54.6%
TER vs KDP
+14.9%
+39.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | -20.5% | +2.2% | -22.7% | -20.6% |
| 30D | -47.0% | +19.9% | -66.9% | -47.9% |
| 3M | -43.3% | +21.5% | -64.8% | -44.5% |
| 6M | -42.9% | +30.1% | -73.0% | -45.1% |
| YTD | +12.9% | +34.9% | -22.1% | +7.6% |
| 1Y | +18.2% | +43.4% | -25.2% | +11.5% |
| 3Y | +151.8% | +29.1% | +122.7% | +132.9% |
| All | +54.6% | +14.9% | +39.7% | +54.2% |
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