+29.1%
KDP vs FDS
-23.2%
+52.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.2% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +19.9% | +20.2% | -0.3% | +17.3% |
| 3M | +21.5% | +19.9% | +1.6% | +18.8% |
| 6M | +30.1% | +56.2% | -26.1% | +23.8% |
| YTD | +34.9% | +14.6% | +20.4% | +33.3% |
| 1Y | +43.4% | +31.6% | +11.8% | +37.4% |
| 3Y | +29.1% | -23.8% | +52.9% | +35.5% |
| All | +29.1% | -23.2% | +52.2% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling