+43.4%
KDP vs FE
+5.1%
+38.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +2.2% | -1.0% | +3.2% | +2.6% |
| 30D | +19.9% | +4.1% | +15.8% | +18.6% |
| 3M | +21.5% | -1.0% | +22.5% | +21.8% |
| 6M | +30.1% | +4.0% | +26.1% | +29.2% |
| YTD | +34.9% | +6.8% | +28.1% | +36.7% |
| 1Y | +43.4% | +5.3% | +38.1% | +45.7% |
| All | +43.4% | +5.1% | +38.3% | +45.7% |
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