+3.0%
KDP vs ALNY
+30.0%
-27.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | -1.8% |
| 7D | -4.3% | -6.4% | +2.1% | -4.1% |
| 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% | +14.7% |
| YTD | +15.1% | -37.8% | +52.8% | +16.7% |
| 1Y | +18.5% | -47.3% | +65.8% | +21.0% |
| 3Y | +2.9% | +22.9% | -20.0% | +1.1% |
| 5Y | +3.0% | +30.6% | -27.6% | -0.7% |
| All | +3.0% | +30.0% | -27.0% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling