+278.4%
KDP vs FCUV
-87.2%
+365.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -13.7% | +12.8% | -0.9% |
| 7D | +1.3% | +62.8% | -61.6% | +1.3% |
| 30D | +6.0% | +66.5% | -60.5% | +6.0% |
| 3M | +9.2% | +459.9% | -450.8% | +9.6% |
| 6M | +14.7% | -12.4% | +27.1% | +15.1% |
| YTD | +19.2% | -47.5% | +66.7% | +19.6% |
| 1Y | +15.2% | -80.5% | +95.7% | +15.6% |
| 3Y | +6.0% | -97.6% | +103.6% | +6.3% |
| 5Y | +5.4% | -99.5% | +105.0% | +5.8% |
| 10Y | +171.9% | -95.8% | +267.6% | +173.0% |
| All | +278.4% | -87.2% | +365.7% | +280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling