-79.1%
FIG vs KDP
+0.6%
-79.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.4% |
| 7D | -16.3% | +1.3% | -17.6% | -16.3% |
| 30D | -14.3% | +6.0% | -20.3% | -14.5% |
| 3M | +7.2% | +9.2% | -2.0% | +7.6% |
| 6M | -18.6% | +14.7% | -33.3% | -16.8% |
| YTD | -35.5% | +19.2% | -54.7% | -34.4% |
| 1Y | -55.8% | +15.2% | -71.0% | -54.9% |
| All | -79.1% | +0.6% | -79.7% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling