+67.6%
UBER vs KDP
+56.0%
+11.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +0.6% | +9.7% | -9.1% | -3.5% |
| 3M | -8.2% | +17.6% | -25.8% | -14.7% |
| 6M | -6.7% | +25.8% | -32.5% | -16.1% |
| YTD | -14.7% | +33.9% | -48.6% | -26.2% |
| 1Y | -24.1% | +38.9% | -62.9% | -35.5% |
| 3Y | +33.4% | +26.8% | +6.6% | +12.5% |
| 5Y | +54.5% | +16.3% | +38.1% | +33.9% |
| All | +67.6% | +56.0% | +11.7% | -6.0% |
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 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