+169.5%
KDP vs FCUV
-98.6%
+268.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.2% |
| 7D | -3.7% | -66.5% | +62.8% | -3.7% |
| 30D | +6.2% | +5.0% | +1.2% | +6.2% |
| 3M | +1.2% | +63.8% | -62.6% | +1.5% |
| 6M | +15.3% | -67.8% | +83.2% | +15.7% |
| YTD | +14.8% | -82.4% | +97.2% | +15.1% |
| 1Y | +17.6% | -94.7% | +112.3% | +18.0% |
| 3Y | +2.1% | -99.3% | +101.4% | +2.4% |
| 5Y | +2.7% | -99.9% | +102.6% | +3.0% |
| All | +169.5% | -98.6% | +268.1% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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