+15.2%
KDP vs FICO
-39.1%
+54.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | -0.1% |
| 7D | +1.3% | -19.2% | +20.5% | +2.2% |
| 30D | +6.0% | -14.6% | +20.6% | +6.6% |
| 3M | +9.2% | -20.1% | +29.3% | +10.0% |
| 6M | +14.7% | -36.3% | +51.0% | +15.1% |
| YTD | +19.2% | -44.9% | +64.1% | +20.7% |
| 1Y | +15.2% | -38.6% | +53.8% | +16.0% |
| All | +15.2% | -39.1% | +54.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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