+202.8%
TER vs KDP
+6.0%
+196.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.6% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | -8.3% | +6.0% | -14.3% | -9.1% |
| 3M | -12.2% | +9.2% | -21.4% | -14.0% |
| 6M | +17.1% | +14.7% | +2.4% | +13.4% |
| YTD | +84.7% | +19.2% | +65.5% | +77.5% |
| 1Y | +199.9% | +15.2% | +184.8% | +189.4% |
| 3Y | +232.8% | +6.0% | +226.8% | +223.2% |
| All | +202.8% | +6.0% | +196.8% | +194.0% |
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 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