-18.6%
FIG vs KDP
+11.8%
-30.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.5% |
| 7D | -16.3% | +1.3% | -17.6% | -16.1% |
| 30D | -14.3% | +6.0% | -20.3% | -14.3% |
| 3M | +7.2% | +9.2% | -2.0% | +11.1% |
| 6M | -18.6% | +14.7% | -33.3% | -2.5% |
| All | -18.6% | +11.8% | -30.4% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling