+5.0%
KDP vs FCUV
-99.9%
+104.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | -1.5% |
| 7D | -1.6% | -63.8% | +62.2% | -1.6% |
| 30D | +9.5% | -14.7% | +24.2% | +9.6% |
| 3M | +2.6% | +65.3% | -62.7% | +3.6% |
| 6M | +15.6% | -68.5% | +84.1% | +16.8% |
| YTD | +17.3% | -83.0% | +100.4% | +18.6% |
| 1Y | +20.1% | -94.4% | +114.5% | +21.3% |
| 3Y | +4.9% | -99.3% | +104.2% | +6.0% |
| 5Y | +5.0% | -99.9% | +104.9% | +7.4% |
| All | +5.0% | -99.9% | +104.9% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling