+15.2%
KDP vs ALNY
-40.8%
+56.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +1.3% | +12.2% | -11.0% | +1.0% |
| 30D | +6.0% | +16.3% | -10.4% | +5.6% |
| 3M | +9.2% | -12.4% | +21.5% | +9.0% |
| 6M | +14.7% | -18.7% | +33.4% | +14.7% |
| YTD | +19.2% | -33.1% | +52.3% | +20.0% |
| 1Y | +15.2% | -41.3% | +56.5% | +15.9% |
| All | +15.2% | -40.8% | +56.0% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling