+2,724.2%
TER vs KDP
+1,132.0%
+1,592.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.8% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | -8.3% | +6.0% | -14.3% | -10.7% |
| 3M | -12.2% | +9.2% | -21.4% | -16.4% |
| 6M | +17.1% | +14.7% | +2.4% | +9.0% |
| YTD | +84.7% | +19.2% | +65.5% | +68.8% |
| 1Y | +199.9% | +15.2% | +184.8% | +175.1% |
| 3Y | +232.8% | +6.0% | +226.8% | +207.5% |
| 5Y | +198.6% | +5.4% | +193.2% | +175.7% |
| 10Y | +1,669.7% | +171.9% | +1,497.9% | +862.9% |
| All | +2,724.2% | +1,132.0% | +1,592.2% | +431.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling