+15.8%
KDP vs FICO
+84.1%
-68.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +4.5% | -0.3% | +4.8% | +4.5% |
| 30D | +18.5% | +1.7% | +16.8% | +18.2% |
| 3M | +20.8% | -35.2% | +56.0% | +23.4% |
| 6M | +29.4% | -33.7% | +63.1% | +31.7% |
| YTD | +35.9% | -58.2% | +94.1% | +41.9% |
| 1Y | +42.5% | -56.6% | +99.0% | +48.3% |
| 3Y | +29.4% | -24.0% | +53.3% | +27.3% |
| 5Y | +15.8% | +86.1% | -70.3% | +4.6% |
| All | +15.8% | +84.1% | -68.3% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling