+1,832.1%
V vs KDP
+1,132.0%
+700.1%
-51.9%
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% | -0.7% |
| 7D | -1.7% | +1.3% | -3.0% | -2.2% |
| 30D | +2.0% | +6.0% | -4.0% | -0.2% |
| 3M | +17.4% | +9.2% | +8.2% | +13.5% |
| 6M | +17.5% | +14.7% | +2.8% | +11.2% |
| YTD | +7.6% | +19.2% | -11.6% | +0.1% |
| 1Y | +7.7% | +15.2% | -7.5% | +1.0% |
| 3Y | +54.7% | +6.0% | +48.7% | +46.9% |
| 5Y | +73.0% | +5.4% | +67.6% | +63.5% |
| 10Y | +390.9% | +171.9% | +219.0% | +209.7% |
| All | +1,832.1% | +1,132.0% | +700.1% | +515.2% |
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