-83.7%
FIG vs KDP
+13.9%
-97.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | -13.1% | +2.2% | -15.3% | -13.3% |
| 30D | -13.0% | +19.9% | -32.9% | -13.2% |
| 3M | -21.5% | +21.5% | -43.0% | -21.8% |
| 6M | -2.5% | +30.1% | -32.6% | -1.9% |
| YTD | -49.7% | +34.9% | -84.6% | -49.0% |
| 1Y | -59.1% | +43.4% | -102.5% | -59.1% |
| All | -83.7% | +13.9% | -97.6% | -82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling