+1,117.5%
KDP vs FDS
+505.1%
+612.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.1% |
| 7D | +1.3% | -1.9% | +3.2% | +1.8% |
| 30D | +6.0% | +9.0% | -3.0% | +3.4% |
| 3M | +9.2% | +18.9% | -9.7% | +3.4% |
| 6M | +14.7% | +35.1% | -20.4% | +3.6% |
| YTD | +19.2% | +5.5% | +13.7% | +14.8% |
| 1Y | +15.2% | -16.8% | +32.0% | +18.5% |
| 3Y | +6.0% | -28.1% | +34.0% | +12.6% |
| 5Y | +5.4% | -17.4% | +22.8% | +5.5% |
| 10Y | +171.9% | +85.4% | +86.4% | +101.3% |
| All | +1,117.5% | +505.1% | +612.4% | +405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling