+1,288.1%
KDP vs FE
+40.6%
+1,247.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +4.5% | +0.6% | +3.9% | +4.3% |
| 30D | +18.5% | +6.4% | +12.1% | +16.4% |
| 3M | +20.8% | -0.5% | +21.3% | +21.0% |
| 6M | +29.4% | +4.7% | +24.7% | +27.5% |
| YTD | +35.9% | +8.4% | +27.5% | +32.4% |
| 1Y | +42.5% | +7.2% | +35.2% | +39.2% |
| 3Y | +29.4% | +44.9% | -15.5% | +14.8% |
| 5Y | +15.8% | +46.3% | -30.5% | +1.7% |
| 10Y | +236.5% | +110.3% | +126.2% | +152.7% |
| All | +1,288.1% | +40.6% | +1,247.5% | +981.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling