+1,117.5%
KDP vs ALK
+798.6%
+318.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +1.3% | -0.7% | +1.9% | +1.4% |
| 30D | +6.0% | -19.2% | +25.2% | +8.8% |
| 3M | +9.2% | -1.5% | +10.7% | +8.9% |
| 6M | +14.7% | -13.1% | +27.7% | +15.6% |
| YTD | +19.2% | -16.4% | +35.6% | +20.4% |
| 1Y | +15.2% | -33.1% | +48.2% | +19.3% |
| 3Y | +6.0% | +0.6% | +5.3% | +1.4% |
| 5Y | +5.4% | -26.4% | +31.8% | +3.4% |
| 10Y | +171.9% | -34.2% | +206.0% | +153.8% |
| All | +1,117.5% | +798.6% | +318.9% | +647.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling