-83.6%
FIG vs KDP
+18.9%
-102.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | +0.1% | +1.7% |
| 7D | -14.3% | +4.0% | -18.2% | -14.5% |
| 30D | -13.6% | +16.8% | -30.4% | -14.0% |
| 3M | -23.7% | +32.0% | -55.8% | -24.0% |
| 6M | -5.4% | +35.2% | -40.5% | -5.1% |
| YTD | -49.2% | +40.9% | -90.1% | -48.7% |
| 1Y | -57.4% | +47.7% | -105.0% | -57.4% |
| All | -83.6% | +18.9% | -102.5% | -82.6% |
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