+247.9%
KDP vs FE
+126.1%
+121.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | +9.7% | +4.5% | +5.2% | +8.5% |
| 3M | +17.6% | +1.3% | +16.3% | +17.2% |
| 6M | +25.8% | +8.7% | +17.1% | +23.0% |
| YTD | +33.9% | +9.2% | +24.7% | +30.6% |
| 1Y | +38.9% | +7.0% | +31.9% | +36.2% |
| 3Y | +26.8% | +51.4% | -24.6% | +13.0% |
| 5Y | +16.3% | +47.7% | -31.4% | +3.8% |
| All | +247.9% | +126.1% | +121.8% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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