+17.0%
KDP vs FICO
+81.4%
-64.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | +19.9% | +3.3% | +16.6% | +19.5% |
| 3M | +21.5% | -31.7% | +53.2% | +23.8% |
| 6M | +30.1% | -34.0% | +64.1% | +32.5% |
| YTD | +34.9% | -58.3% | +93.3% | +41.1% |
| 1Y | +43.4% | -57.9% | +101.3% | +49.8% |
| 3Y | +29.1% | -24.1% | +53.1% | +26.9% |
| All | +17.0% | +81.4% | -64.5% | +4.8% |
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