+14.7%
KDP vs FGI
+60.7%
-46.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -1.1% |
| 7D | +1.3% | +0.5% | +0.7% | +1.2% |
| 30D | +6.0% | +65.4% | -59.4% | +3.0% |
| 3M | +9.2% | +23.5% | -14.3% | +6.2% |
| 6M | +14.7% | +60.5% | -45.8% | +12.3% |
| All | +14.7% | +60.7% | -46.0% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling