+458.5%
KDP vs ALLY
+124.8%
+333.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.3% | +3.7% | -2.4% | +0.8% |
| 30D | +6.0% | -2.3% | +8.2% | +6.3% |
| 3M | +9.2% | +3.8% | +5.4% | +8.7% |
| 6M | +14.7% | +9.7% | +5.0% | +13.1% |
| YTD | +19.2% | -1.4% | +20.6% | +19.0% |
| 1Y | +15.2% | +8.2% | +6.9% | +13.4% |
| 3Y | +6.0% | +66.5% | -60.5% | -3.2% |
| 5Y | +5.4% | +1.2% | +4.2% | +1.0% |
| 10Y | +171.9% | +191.4% | -19.6% | +118.5% |
| All | +458.5% | +124.8% | +333.6% | +368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling