+99.1%
V vs KDP
+14.9%
+84.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.2% | +2.2% | 0.0% | +1.6% |
| 30D | +13.6% | +19.9% | -6.4% | +8.9% |
| 3M | +14.3% | +21.5% | -7.2% | +9.1% |
| 6M | +33.1% | +30.1% | +3.0% | +25.0% |
| YTD | +21.2% | +34.9% | -13.7% | +12.5% |
| 1Y | +26.4% | +43.4% | -17.0% | +15.4% |
| 3Y | +77.6% | +29.1% | +48.5% | +63.6% |
| All | +99.1% | +14.9% | +84.2% | +89.9% |
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