+18.4%
U vs KDP
+41.3%
-23.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.9% | -1.0% | +5.7% |
| 7D | +7.5% | +5.3% | +2.2% | +8.2% |
| 30D | -7.0% | +19.1% | -26.1% | -4.6% |
| 3M | +20.6% | +19.2% | +1.4% | +23.9% |
| 6M | +53.2% | +29.3% | +23.9% | +64.8% |
| YTD | -3.9% | +35.5% | -39.4% | +12.6% |
| 1Y | +18.4% | +43.5% | -25.1% | +45.4% |
| All | +18.4% | +41.3% | -23.0% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling