+239.3%
KDP vs FIVE
+596.6%
-357.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | +0.3% |
| 7D | +0.3% | +6.2% | -5.9% | -0.3% |
| 30D | +16.3% | +18.2% | -1.9% | +14.4% |
| 3M | +24.0% | +3.8% | +20.1% | +23.4% |
| 6M | +30.0% | +13.7% | +16.3% | +27.9% |
| YTD | +36.1% | +34.7% | +1.4% | +31.3% |
| 1Y | +46.8% | +66.6% | -19.8% | +38.6% |
| 3Y | +30.5% | +44.3% | -13.8% | +22.7% |
| 5Y | +17.9% | +18.8% | -0.9% | +11.2% |
| 10Y | +239.3% | +569.2% | -329.9% | +183.4% |
| All | +239.3% | +596.6% | -357.3% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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