+266.4%
KDP vs FITB
+226.2%
+40.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +4.0% | -0.6% | +4.6% | +4.1% |
| 30D | +16.8% | +7.0% | +9.7% | +15.5% |
| 3M | +32.0% | -4.8% | +36.8% | +33.1% |
| 6M | +35.2% | +13.5% | +21.6% | +32.1% |
| YTD | +40.9% | +19.1% | +21.8% | +36.2% |
| 1Y | +47.7% | +30.8% | +16.9% | +40.4% |
| 3Y | +34.8% | +141.6% | -106.8% | +13.4% |
| 5Y | +22.6% | +48.3% | -25.6% | +10.8% |
| 10Y | +266.4% | +215.9% | +50.5% | +169.4% |
| All | +266.4% | +226.2% | +40.2% | +169.4% |
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