-56.6%
FIG vs KDP
+17.7%
-74.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.7% |
| 7D | -16.4% | +2.1% | -18.4% | -16.0% |
| 30D | -2.3% | +8.5% | -10.8% | -1.1% |
| 3M | +7.8% | +6.6% | +1.2% | +9.5% |
| 6M | -21.8% | +17.1% | -38.9% | -16.6% |
| YTD | -39.1% | +19.0% | -58.2% | -34.8% |
| 1Y | -56.6% | +21.8% | -78.4% | -54.5% |
| All | -56.6% | +17.7% | -74.3% | -54.5% |
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