+26.8%
KDP vs ALLY
+65.3%
-38.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +9.7% | +5.2% | +4.5% | +9.4% |
| 3M | +17.6% | -13.3% | +30.9% | +18.4% |
| 6M | +25.8% | -6.7% | +32.4% | +26.3% |
| YTD | +33.9% | -12.8% | +46.7% | +34.8% |
| 1Y | +38.9% | +0.7% | +38.2% | +38.8% |
| 3Y | +26.8% | +65.2% | -38.4% | +22.3% |
| All | +26.8% | +65.3% | -38.5% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling