+256.4%
KDP vs ALB
+34.3%
+222.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.0% |
| 7D | +8.2% | +5.3% | +2.9% | +7.8% |
| 30D | +18.4% | -6.3% | +24.6% | +18.8% |
| 3M | +29.2% | -27.4% | +56.6% | +31.7% |
| 6M | +32.3% | -53.1% | +85.3% | +38.3% |
| YTD | +38.5% | -32.3% | +70.8% | +40.5% |
| 1Y | +48.5% | -7.3% | +55.8% | +47.1% |
| 3Y | +32.5% | -14.9% | +47.4% | +28.5% |
| 5Y | +19.7% | -62.0% | +81.7% | +22.7% |
| 10Y | +256.4% | +33.0% | +223.4% | +193.7% |
| All | +256.4% | +34.3% | +222.1% | +193.7% |
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