+75.7%
V vs KDP
+24.9%
+50.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.1% | +0.3% |
| 7D | -0.4% | -4.0% | +3.6% | +0.3% |
| 30D | +6.3% | +8.5% | -2.1% | +5.0% |
| 3M | +17.2% | +20.7% | -3.5% | +14.0% |
| 6M | +29.2% | +23.2% | +6.1% | +25.5% |
| YTD | +20.8% | +30.5% | -9.7% | +16.3% |
| 1Y | +25.0% | +35.9% | -10.9% | +19.5% |
| All | +75.7% | +24.9% | +50.8% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling