+29.4%
KDP vs ALB
-49.3%
+78.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.2% |
| 7D | +4.5% | +5.5% | -1.0% | +4.2% |
| 30D | +18.5% | -7.5% | +26.0% | +18.4% |
| 3M | +20.8% | -16.9% | +37.8% | +22.1% |
| 6M | +29.4% | -49.2% | +78.6% | +32.9% |
| All | +29.4% | -49.3% | +78.7% | +32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling