+256.4%
KDP vs ALK
-39.7%
+296.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +8.2% | +12.9% | -4.7% | +6.9% |
| 30D | +18.4% | +5.5% | +12.8% | +17.6% |
| 3M | +29.2% | -12.1% | +41.3% | +30.5% |
| 6M | +32.3% | +1.7% | +30.6% | +31.3% |
| YTD | +38.5% | -17.4% | +55.9% | +39.5% |
| 1Y | +48.5% | -1.9% | +50.4% | +47.0% |
| 3Y | +32.5% | +21.2% | +11.2% | +25.2% |
| 5Y | +19.7% | -27.8% | +47.5% | +17.9% |
| 10Y | +256.4% | -41.0% | +297.4% | +235.1% |
| All | +256.4% | -39.7% | +296.1% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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