+239.3%
KDP vs FDS
+135.1%
+104.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +0.3% | -5.0% | +5.3% | +1.5% |
| 30D | +16.3% | +13.8% | +2.5% | +12.9% |
| 3M | +24.0% | +14.8% | +9.1% | +19.8% |
| 6M | +30.0% | +47.4% | -17.4% | +17.7% |
| YTD | +36.1% | +14.2% | +21.9% | +30.0% |
| 1Y | +46.8% | +26.6% | +20.2% | +35.9% |
| 3Y | +30.5% | -24.4% | +54.9% | +37.7% |
| 5Y | +17.9% | -22.6% | +40.5% | +21.7% |
| 10Y | +239.3% | +130.0% | +109.3% | +173.9% |
| All | +239.3% | +135.1% | +104.1% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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