+1,117.5%
KDP vs ALB
+337.9%
+779.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.3% |
| 7D | +1.3% | -8.1% | +9.3% | +2.3% |
| 30D | +6.0% | +6.3% | -0.3% | +5.1% |
| 3M | +9.2% | -23.6% | +32.8% | +12.5% |
| 6M | +14.7% | -24.6% | +39.3% | +17.5% |
| YTD | +19.2% | -10.3% | +29.5% | +18.7% |
| 1Y | +15.2% | +61.5% | -46.3% | +4.5% |
| 3Y | +6.0% | -34.0% | +39.9% | +5.2% |
| 5Y | +5.4% | -44.6% | +50.0% | +3.4% |
| 10Y | +171.9% | +76.1% | +95.8% | +90.6% |
| All | +1,117.5% | +337.9% | +779.6% | +418.8% |
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