+2.4%
KDP vs ALNY
+22.8%
-20.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | -1.8% |
| 7D | -4.3% | -6.4% | +2.1% | -4.0% |
| 30D | +7.8% | +11.9% | -4.1% | +7.3% |
| 3M | -0.1% | -15.0% | +15.0% | +0.3% |
| 6M | +14.0% | -23.2% | +37.2% | +14.8% |
| YTD | +15.1% | -37.8% | +52.8% | +17.1% |
| 1Y | +18.5% | -47.3% | +65.8% | +21.6% |
| All | +2.4% | +22.8% | -20.4% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling