+19.7%
KDP vs FIVE
+18.8%
+0.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +8.2% | +7.3% | +0.9% | +7.7% |
| 30D | +18.4% | +18.1% | +0.3% | +17.0% |
| 3M | +29.2% | +7.7% | +21.5% | +28.4% |
| 6M | +32.3% | +13.6% | +18.7% | +30.8% |
| YTD | +38.5% | +34.6% | +3.9% | +35.2% |
| 1Y | +48.5% | +66.2% | -17.7% | +42.9% |
| 3Y | +32.5% | +43.5% | -11.0% | +29.7% |
| 5Y | +19.7% | +20.7% | -1.0% | +17.6% |
| All | +19.7% | +18.8% | +0.9% | +17.6% |
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