+48.5%
KDP vs FE
+6.0%
+42.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +8.2% | -0.5% | +8.7% | +8.4% |
| 30D | +18.4% | +4.3% | +14.0% | +16.9% |
| 3M | +29.2% | +0.4% | +28.8% | +28.9% |
| 6M | +32.3% | +6.9% | +25.3% | +30.3% |
| YTD | +38.5% | +8.0% | +30.5% | +39.3% |
| 1Y | +48.5% | +4.8% | +43.7% | +50.6% |
| All | +48.5% | +6.0% | +42.5% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling