+229.6%
KDP vs ALB
+33.3%
+196.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +2.2% | +9.1% | -6.9% | +1.7% |
| 30D | +19.9% | -3.4% | +23.3% | +20.1% |
| 3M | +21.5% | -20.6% | +42.1% | +23.1% |
| 6M | +30.1% | -48.2% | +78.3% | +35.2% |
| YTD | +34.9% | -29.2% | +64.2% | +36.5% |
| 1Y | +43.4% | +10.0% | +33.4% | +40.4% |
| 3Y | +29.1% | -12.9% | +42.0% | +25.1% |
| 5Y | +15.0% | -61.3% | +76.3% | +17.9% |
| All | +229.6% | +33.3% | +196.3% | +170.0% |
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