+644.8%
KDP vs FIVE
+826.1%
-181.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +0.7% |
| 7D | +4.5% | -1.7% | +6.2% | +4.7% |
| 30D | +18.5% | +14.9% | +3.6% | +17.0% |
| 3M | +20.8% | +7.6% | +13.2% | +19.9% |
| 6M | +29.4% | +6.4% | +23.0% | +28.2% |
| YTD | +35.9% | +28.1% | +7.8% | +32.1% |
| 1Y | +42.5% | +54.7% | -12.3% | +36.0% |
| 3Y | +29.4% | +36.1% | -6.7% | +22.5% |
| 5Y | +15.8% | +14.9% | +0.9% | +9.5% |
| 10Y | +236.5% | +578.8% | -342.4% | +165.9% |
| All | +644.8% | +826.1% | -181.4% | +457.8% |
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