+30.0%
KDP vs FIVE
+35.4%
-5.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +0.5% |
| 7D | +4.5% | -1.7% | +6.2% | +4.6% |
| 30D | +18.5% | +14.9% | +3.6% | +17.8% |
| 3M | +20.8% | +7.6% | +13.2% | +20.5% |
| 6M | +29.4% | +6.4% | +23.0% | +28.9% |
| YTD | +35.9% | +28.1% | +7.8% | +34.4% |
| 1Y | +42.5% | +54.7% | -12.3% | +40.1% |
| All | +30.0% | +35.4% | -5.4% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling