-37.5%
U vs KDP
+33.1%
-70.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.5% | +2.1% | +2.4% | +3.9% |
| 30D | -0.6% | +8.5% | -9.0% | -2.7% |
| 3M | +48.4% | +6.6% | +41.8% | +45.6% |
| 6M | +115.4% | +17.1% | +98.3% | +105.5% |
| YTD | -3.2% | +19.0% | -22.3% | -9.0% |
| 1Y | -6.0% | +21.8% | -27.8% | -12.9% |
| 3Y | +13.5% | +6.4% | +7.0% | +8.2% |
| 5Y | -68.0% | +5.1% | -73.2% | -68.9% |
| All | -37.5% | +33.1% | -70.6% | -49.7% |
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