+17.0%
KDP vs FE
+42.2%
-25.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.3% |
| 3M | +21.5% | -1.0% | +22.5% | +21.9% |
| 6M | +30.1% | +4.0% | +26.1% | +28.3% |
| YTD | +34.9% | +6.8% | +28.1% | +31.7% |
| 1Y | +43.4% | +5.3% | +38.1% | +40.5% |
| 3Y | +29.1% | +44.6% | -15.5% | +11.9% |
| All | +17.0% | +42.2% | -25.2% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling