+2,077.2%
V vs KDP
+1,294.8%
+782.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +2.2% | +2.2% | 0.0% | +1.4% |
| 30D | +13.6% | +19.9% | -6.4% | +6.5% |
| 3M | +14.3% | +21.5% | -7.2% | +6.4% |
| 6M | +33.1% | +30.1% | +3.0% | +20.6% |
| YTD | +21.2% | +34.9% | -13.7% | +7.8% |
| 1Y | +26.4% | +43.4% | -17.0% | +9.8% |
| 3Y | +77.6% | +29.1% | +48.5% | +57.0% |
| 5Y | +102.6% | +15.0% | +87.6% | +85.8% |
| 10Y | +464.4% | +234.1% | +230.3% | +228.8% |
| All | +2,077.2% | +1,294.8% | +782.5% | +562.2% |
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