-51.7%
FIG vs KDP
+41.3%
-93.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.9% | -0.7% | +5.6% |
| 7D | -4.7% | +5.3% | -10.0% | -4.1% |
| 30D | +0.5% | +19.1% | -18.6% | +3.3% |
| 3M | -18.4% | +19.2% | -37.6% | -16.6% |
| 6M | +10.9% | +29.3% | -18.4% | +19.4% |
| YTD | -40.8% | +35.5% | -76.3% | -32.4% |
| 1Y | -51.7% | +43.5% | -95.2% | -44.9% |
| All | -51.7% | +41.3% | -93.0% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling