+175.8%
KDP vs FITB
+285.0%
-109.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +2.1% | +2.8% | -0.8% | +1.6% |
| 30D | +8.5% | -4.5% | +13.0% | +9.3% |
| 3M | +6.6% | +5.7% | +1.0% | +5.6% |
| 6M | +17.1% | +17.1% | 0.0% | +13.8% |
| YTD | +19.0% | +18.3% | +0.7% | +15.3% |
| 1Y | +21.8% | +23.9% | -2.1% | +16.9% |
| 3Y | +6.4% | +131.1% | -124.7% | -9.5% |
| 5Y | +5.1% | +71.1% | -65.9% | -7.2% |
| 10Y | +175.8% | +283.9% | -108.0% | +101.9% |
| All | +175.8% | +285.0% | -109.2% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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