-73.3%
U vs KDP
+16.7%
-89.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +4.7% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | +27.6% | +9.7% | +17.8% | +24.3% |
| 3M | +15.3% | +17.6% | -2.3% | +10.4% |
| 6M | +96.4% | +25.8% | +70.6% | +84.4% |
| YTD | +19.6% | +33.9% | -14.3% | +9.4% |
| 1Y | +42.1% | +38.9% | +3.2% | +28.0% |
| 3Y | +87.5% | +26.8% | +60.7% | +68.0% |
| All | -73.3% | +16.7% | -89.9% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling