-39.0%
U vs KDP
+33.3%
-72.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -3.8% | +1.3% | -5.1% | -4.1% |
| 30D | +17.5% | +6.0% | +11.5% | +15.5% |
| 3M | +38.7% | +9.2% | +29.5% | +35.2% |
| 6M | +104.4% | +14.7% | +89.7% | +96.2% |
| YTD | -5.7% | +19.2% | -24.9% | -11.4% |
| 1Y | +3.7% | +15.2% | -11.5% | -1.8% |
| 3Y | +12.3% | +6.0% | +6.4% | +7.4% |
| 5Y | -68.8% | +5.4% | -74.2% | -69.7% |
| All | -39.0% | +33.3% | -72.3% | -51.0% |
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