-83.2%
FIG vs KDP
+14.9%
-98.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.1% |
| 7D | -12.6% | +0.3% | -12.9% | -12.8% |
| 30D | -13.8% | +16.3% | -30.1% | -14.0% |
| 3M | -16.7% | +24.0% | -40.7% | -17.0% |
| 6M | -6.1% | +30.0% | -36.1% | -5.7% |
| YTD | -48.1% | +36.1% | -84.2% | -47.4% |
| 1Y | -56.2% | +46.8% | -103.0% | -56.4% |
| All | -83.2% | +14.9% | -98.1% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling