+553.2%
KDP vs FIVE
+868.1%
-314.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.3% |
| 7D | +1.3% | +4.3% | -3.0% | +0.9% |
| 30D | +6.0% | +12.5% | -6.5% | +4.8% |
| 3M | +9.2% | +31.2% | -22.0% | +6.4% |
| 6M | +14.7% | +14.4% | +0.3% | +12.8% |
| YTD | +19.2% | +33.9% | -14.7% | +15.4% |
| 1Y | +15.2% | +65.1% | -49.9% | +9.2% |
| 3Y | +6.0% | +49.0% | -43.0% | -0.6% |
| 5Y | +5.4% | +30.3% | -24.9% | -1.6% |
| 10Y | +171.9% | +481.1% | -309.2% | +116.9% |
| All | +553.2% | +868.1% | -314.9% | +387.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling