+239.3%
KDP vs ALLY
+201.0%
+38.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +16.3% | +3.4% | +12.9% | +15.8% |
| 3M | +24.0% | -11.1% | +35.0% | +25.9% |
| 6M | +30.0% | -11.5% | +41.5% | +31.9% |
| YTD | +36.1% | -12.3% | +48.4% | +37.9% |
| 1Y | +46.8% | +1.1% | +45.7% | +45.9% |
| 3Y | +30.5% | +64.8% | -34.3% | +18.2% |
| 5Y | +17.9% | -6.9% | +24.8% | +14.1% |
| 10Y | +239.3% | +194.9% | +44.3% | +199.7% |
| All | +239.3% | +201.0% | +38.2% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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