+1,117.5%
KDP vs FFIV
+1,487.3%
-369.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.3% | -1.0% | +2.2% | +1.4% |
| 30D | +6.0% | -5.1% | +11.1% | +6.7% |
| 3M | +9.2% | -4.5% | +13.6% | +9.6% |
| 6M | +14.7% | +36.5% | -21.8% | +8.1% |
| YTD | +19.2% | +53.0% | -33.8% | +9.8% |
| 1Y | +15.2% | +24.2% | -9.0% | +9.5% |
| 3Y | +6.0% | +137.2% | -131.2% | -11.6% |
| 5Y | +5.4% | +91.8% | -86.3% | -9.9% |
| 10Y | +171.9% | +215.2% | -43.3% | +105.0% |
| All | +1,117.5% | +1,487.3% | -369.8% | +386.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling