+29.4%
KDP vs FIVE
+3.9%
+25.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.0% |
| 7D | +4.5% | -1.7% | +6.2% | +4.6% |
| 30D | +18.5% | +14.9% | +3.6% | +16.3% |
| 3M | +20.8% | +7.6% | +13.2% | +19.7% |
| 6M | +29.4% | +6.4% | +23.0% | +27.6% |
| All | +29.4% | +3.9% | +25.5% | +27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling