+43.5%
KDP vs FFIV
+33.5%
+10.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +5.9% |
| 7D | +5.3% | -9.8% | +15.1% | +4.4% |
| 30D | +19.1% | -28.1% | +47.2% | +15.8% |
| 3M | +19.2% | -20.0% | +39.2% | +17.6% |
| 6M | +29.3% | -0.1% | +29.3% | +30.5% |
| YTD | +35.5% | +29.2% | +6.4% | +39.6% |
| 1Y | +43.5% | +36.6% | +6.9% | +47.1% |
| All | +43.5% | +33.5% | +10.0% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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