+1,116.0%
KDP vs ALNY
+915.6%
+200.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | 0.0% |
| 7D | +2.1% | +5.7% | -3.6% | +1.7% |
| 30D | +8.5% | +18.7% | -10.2% | +7.2% |
| 3M | +6.6% | -11.0% | +17.6% | +6.9% |
| 6M | +17.1% | -18.9% | +36.0% | +18.0% |
| YTD | +19.0% | -34.6% | +53.6% | +21.5% |
| 1Y | +21.8% | -42.8% | +64.6% | +25.3% |
| 3Y | +6.4% | +29.1% | -22.7% | +2.5% |
| 5Y | +5.1% | +39.6% | -34.5% | -1.2% |
| 10Y | +175.8% | +253.8% | -78.0% | +127.1% |
| All | +1,116.0% | +915.6% | +200.4% | +602.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling