+15.8%
KDP vs ALK
-33.9%
+49.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.6% |
| 7D | +4.5% | +7.1% | -2.5% | +3.8% |
| 30D | +18.5% | -3.0% | +21.5% | +18.7% |
| 3M | +20.8% | -25.6% | +46.5% | +24.0% |
| 6M | +29.4% | +0.5% | +28.9% | +28.6% |
| YTD | +35.9% | -23.1% | +59.0% | +37.9% |
| 1Y | +42.5% | -7.5% | +50.0% | +41.8% |
| 3Y | +29.4% | +15.3% | +14.1% | +20.8% |
| 5Y | +15.8% | -34.8% | +50.6% | +16.8% |
| All | +15.8% | -33.9% | +49.7% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling