+16.2%
KDP vs FCUV
-99.7%
+115.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +136.0% | -133.4% | +2.7% |
| 7D | -0.8% | +148.8% | -149.6% | -0.7% |
| 30D | +9.7% | +95.0% | -85.3% | +9.8% |
| 3M | +17.6% | +27.8% | -10.2% | +17.8% |
| 6M | +25.8% | +121.0% | -95.2% | +27.0% |
| YTD | +33.9% | -78.1% | +112.0% | +35.3% |
| 1Y | +38.9% | -94.3% | +133.1% | +40.5% |
| 3Y | +26.8% | -98.9% | +125.7% | +27.9% |
| All | +16.2% | -99.7% | +115.9% | +19.1% |
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 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