+29.1%
KDP vs ALLY
+54.4%
-25.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +2.2% | +0.9% | +1.3% | +2.2% |
| 30D | +19.9% | +3.1% | +16.9% | +19.7% |
| 3M | +21.5% | -12.6% | +34.1% | +22.3% |
| 6M | +30.1% | -12.4% | +42.5% | +31.0% |
| YTD | +34.9% | -13.2% | +48.1% | +35.9% |
| 1Y | +43.4% | +1.8% | +41.6% | +43.2% |
| 3Y | +29.1% | +58.0% | -28.9% | +23.7% |
| All | +29.1% | +54.4% | -25.3% | +23.7% |
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 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