+15.2%
KDP vs FGI
+81.8%
-66.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -1.0% |
| 7D | +1.3% | +0.5% | +0.7% | +1.3% |
| 30D | +6.0% | +65.4% | -59.4% | +4.3% |
| 3M | +9.2% | +23.5% | -14.3% | +7.5% |
| 6M | +14.7% | +60.5% | -45.8% | +13.1% |
| YTD | +19.2% | +30.0% | -10.8% | +17.5% |
| 1Y | +15.2% | +82.1% | -66.9% | +12.5% |
| All | +15.2% | +81.8% | -66.7% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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