+239.3%
KDP vs ALB
+38.2%
+201.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +0.3% | +9.5% | -9.1% | -0.2% |
| 30D | +16.3% | -2.1% | +18.4% | +16.4% |
| 3M | +24.0% | -24.1% | +48.1% | +26.0% |
| 6M | +30.0% | -51.0% | +81.0% | +35.5% |
| YTD | +36.1% | -29.3% | +65.4% | +37.7% |
| 1Y | +46.8% | +3.2% | +43.7% | +44.4% |
| 3Y | +30.5% | -9.3% | +39.8% | +26.0% |
| 5Y | +17.9% | -61.6% | +79.5% | +21.0% |
| 10Y | +239.3% | +40.8% | +198.5% | +178.3% |
| All | +239.3% | +38.2% | +201.0% | +178.3% |
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