+6.8%
KDP vs FIVE
+31.2%
-24.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.2% |
| 7D | +1.3% | +4.3% | -3.0% | +1.0% |
| 30D | +6.0% | +12.5% | -6.5% | +5.1% |
| 3M | +9.2% | +31.2% | -22.0% | +7.2% |
| 6M | +14.7% | +14.4% | +0.3% | +13.3% |
| YTD | +19.2% | +33.9% | -14.7% | +16.5% |
| 1Y | +15.2% | +65.1% | -49.9% | +10.8% |
| 3Y | +6.0% | +49.0% | -43.0% | +3.2% |
| All | +6.8% | +31.2% | -24.4% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling