+45.9%
KDP vs ALK
-4.9%
+50.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.2% | +0.1% |
| 7D | +0.3% | +8.9% | -8.6% | -0.6% |
| 30D | +16.3% | +5.9% | +10.4% | +15.2% |
| 3M | +24.0% | -16.5% | +40.5% | +25.2% |
| 6M | +30.0% | +2.1% | +27.9% | +29.1% |
| YTD | +36.1% | -17.1% | +53.2% | +36.7% |
| All | +45.9% | -4.9% | +50.8% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling