+1,626.2%
TER vs KDP
+1,294.8%
+331.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -20.5% | +2.2% | -22.7% | -21.5% |
| 30D | -47.0% | +19.9% | -66.9% | -51.1% |
| 3M | -43.3% | +21.5% | -64.8% | -48.2% |
| 6M | -42.9% | +30.1% | -73.0% | -49.9% |
| YTD | +12.9% | +34.9% | -22.1% | -2.8% |
| 1Y | +18.2% | +43.4% | -25.2% | -1.0% |
| 3Y | +151.8% | +29.1% | +122.7% | +112.3% |
| 5Y | +54.2% | +15.0% | +39.2% | +36.6% |
| 10Y | +908.2% | +234.1% | +674.1% | +393.4% |
| All | +1,626.2% | +1,294.8% | +331.4% | +205.8% |
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