+1,288.1%
KDP vs ALB
+242.3%
+1,045.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.2% |
| 7D | +4.5% | +5.5% | -1.0% | +3.8% |
| 30D | +18.5% | -7.5% | +26.0% | +19.6% |
| 3M | +20.8% | -16.9% | +37.8% | +23.4% |
| 6M | +29.4% | -49.2% | +78.6% | +40.1% |
| YTD | +35.9% | -29.9% | +65.8% | +39.4% |
| 1Y | +42.5% | +8.2% | +34.3% | +37.2% |
| 3Y | +29.4% | -19.4% | +48.8% | +23.2% |
| 5Y | +15.8% | -61.6% | +77.4% | +20.0% |
| 10Y | +236.5% | +34.6% | +201.9% | +144.6% |
| All | +1,288.1% | +242.3% | +1,045.9% | +509.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling