+17.0%
KDP vs FFIV
+39.5%
-22.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.2% | -8.1% | +10.3% | +2.6% |
| 30D | +19.9% | -33.4% | +53.3% | +22.1% |
| 3M | +21.5% | -24.7% | +46.2% | +22.7% |
| 6M | +30.1% | -8.8% | +39.0% | +29.2% |
| YTD | +34.9% | +21.8% | +13.2% | +30.1% |
| 1Y | +43.4% | +25.3% | +18.1% | +37.8% |
| 3Y | +29.1% | +101.2% | -72.1% | +12.5% |
| All | +17.0% | +39.5% | -22.5% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling