+20.2%
KDP vs FIGR
+5.9%
+14.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.5% |
| 7D | -1.6% | +14.9% | -16.4% | -0.9% |
| 30D | +9.5% | +32.3% | -22.8% | +11.1% |
| 3M | +2.6% | +34.8% | -32.2% | +4.6% |
| 6M | +15.6% | +16.8% | -1.2% | +17.4% |
| YTD | +17.3% | -6.7% | +24.0% | +18.1% |
| All | +20.2% | +5.9% | +14.3% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling