+247.9%
KDP vs ALB
+32.4%
+215.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | -0.8% | -5.8% | +5.0% | -0.4% |
| 30D | +9.7% | -4.5% | +14.3% | +10.0% |
| 3M | +17.6% | -28.1% | +45.7% | +19.9% |
| 6M | +25.8% | -53.2% | +79.0% | +31.5% |
| YTD | +33.9% | -33.3% | +67.2% | +35.9% |
| 1Y | +38.9% | -17.4% | +56.3% | +38.7% |
| 3Y | +26.8% | -14.1% | +40.9% | +22.8% |
| 5Y | +16.3% | -64.0% | +80.4% | +19.9% |
| All | +247.9% | +32.4% | +215.5% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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