+1,314.5%
KDP vs FFIV
+1,189.9%
+124.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +8.2% | -4.2% | +12.4% | +8.9% |
| 30D | +18.4% | -33.9% | +52.2% | +25.4% |
| 3M | +29.2% | -22.6% | +51.8% | +33.2% |
| 6M | +32.3% | -10.4% | +42.6% | +32.7% |
| YTD | +38.5% | +24.3% | +14.2% | +30.6% |
| 1Y | +48.5% | +31.8% | +16.7% | +38.6% |
| 3Y | +32.5% | +99.5% | -67.0% | +12.5% |
| 5Y | +19.7% | +40.7% | -21.1% | +6.9% |
| 10Y | +256.4% | +126.9% | +129.5% | +181.3% |
| All | +1,314.5% | +1,189.9% | +124.6% | +478.3% |
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