+169.5%
KDP vs ALNY
+260.0%
-90.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.7% | -6.5% | +2.9% | -3.5% |
| 30D | +6.2% | +11.0% | -4.9% | +5.8% |
| 3M | +1.2% | -14.1% | +15.3% | +1.5% |
| 6M | +15.3% | -22.4% | +37.7% | +15.9% |
| YTD | +14.8% | -37.5% | +52.3% | +16.2% |
| 1Y | +17.6% | -46.9% | +64.5% | +19.6% |
| 3Y | +2.1% | +22.1% | -19.9% | +0.6% |
| 5Y | +2.7% | +31.2% | -28.5% | +0.3% |
| All | +169.5% | +260.0% | -90.5% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling