+33.5%
KDP vs FFIV
+102.3%
-68.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | +4.0% | -2.9% | +6.9% | +3.8% |
| 30D | +16.8% | -32.4% | +49.2% | +15.4% |
| 3M | +32.0% | -22.7% | +54.7% | +31.0% |
| 6M | +35.2% | -10.7% | +45.8% | +34.3% |
| YTD | +40.9% | +25.4% | +15.5% | +40.1% |
| 1Y | +47.7% | +34.2% | +13.5% | +46.6% |
| All | +33.5% | +102.3% | -68.8% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling