-24.8%
U vs KDP
+52.2%
-76.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | +32.3% | +0.3% | +32.0% | +32.0% |
| 30D | +9.7% | +16.3% | -6.6% | +5.1% |
| 3M | +19.6% | +24.0% | -4.4% | +12.6% |
| 6M | +82.6% | +30.0% | +52.7% | +69.3% |
| YTD | +16.4% | +36.1% | -19.6% | +5.3% |
| 1Y | +28.5% | +46.8% | -18.4% | +12.6% |
| 3Y | +103.8% | +30.5% | +73.3% | +80.6% |
| 5Y | -70.0% | +17.9% | -87.9% | -71.6% |
| All | -24.8% | +52.2% | -76.9% | -41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling