+29.1%
KDP vs FE
+44.1%
-15.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.2% | 0.0% | +2.2% | +2.3% |
| 30D | +19.9% | +5.2% | +14.8% | +18.0% |
| 3M | +21.5% | 0.0% | +21.5% | +21.4% |
| 6M | +30.1% | +5.0% | +25.1% | +28.0% |
| YTD | +34.9% | +7.9% | +27.0% | +31.5% |
| 1Y | +43.4% | +6.3% | +37.1% | +40.3% |
| 3Y | +29.1% | +46.0% | -16.9% | +11.5% |
| All | +29.1% | +44.1% | -15.0% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling