+256.4%
KDP vs ALLY
+182.8%
+73.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.1% |
| 7D | +8.2% | -0.7% | +8.9% | +8.3% |
| 30D | +18.4% | +1.1% | +17.2% | +18.2% |
| 3M | +29.2% | -13.2% | +42.4% | +31.6% |
| 6M | +32.3% | -13.5% | +45.7% | +34.7% |
| YTD | +38.5% | -14.3% | +52.8% | +40.8% |
| 1Y | +48.5% | -1.1% | +49.6% | +48.0% |
| 3Y | +32.5% | +62.0% | -29.5% | +20.1% |
| 5Y | +19.7% | -9.6% | +29.3% | +16.3% |
| 10Y | +256.4% | +176.0% | +80.4% | +200.1% |
| All | +256.4% | +182.8% | +73.6% | +200.1% |
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