+47.7%
KDP vs FITB
+30.5%
+17.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +15.6% |
| 3M | +32.0% | -4.8% | +36.8% | +32.7% |
| 6M | +35.2% | +13.5% | +21.6% | +33.7% |
| YTD | +40.9% | +19.1% | +21.8% | +37.2% |
| 1Y | +47.7% | +30.8% | +16.9% | +41.2% |
| All | +47.7% | +30.5% | +17.1% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling