-24.7%
U vs KDP
+50.9%
-75.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | +36.6% | +2.2% | +34.4% | +35.6% |
| 30D | +13.3% | +19.9% | -6.6% | +7.7% |
| 3M | +26.2% | +21.5% | +4.7% | +19.4% |
| 6M | +88.7% | +30.1% | +58.6% | +74.9% |
| YTD | +16.6% | +34.9% | -18.4% | +5.7% |
| 1Y | +29.0% | +43.4% | -14.4% | +13.9% |
| 3Y | +99.5% | +29.1% | +70.4% | +77.5% |
| 5Y | -66.1% | +15.0% | -81.1% | -67.6% |
| All | -24.7% | +50.9% | -75.6% | -41.6% |
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