+266.4%
KDP vs ALLY
+182.4%
+84.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | +4.0% | -2.8% | +6.7% | +4.4% |
| 30D | +16.8% | +1.9% | +14.9% | +16.5% |
| 3M | +32.0% | -12.1% | +44.2% | +34.3% |
| 6M | +35.2% | -9.0% | +44.2% | +36.7% |
| YTD | +40.9% | -12.9% | +53.8% | +43.0% |
| 1Y | +47.7% | -0.1% | +47.7% | +46.9% |
| 3Y | +34.8% | +64.6% | -29.8% | +22.0% |
| 5Y | +22.6% | -10.1% | +32.7% | +19.3% |
| 10Y | +266.4% | +176.7% | +89.7% | +204.7% |
| All | +266.4% | +182.4% | +84.1% | +204.7% |
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