+6.8%
KDP vs FLEX
+657.3%
-650.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | +1.3% | -0.9% | +2.2% | +1.3% |
| 30D | +6.0% | -10.1% | +16.1% | +6.2% |
| 3M | +9.2% | -31.3% | +40.5% | +10.2% |
| 6M | +14.7% | +71.3% | -56.6% | +10.4% |
| YTD | +19.2% | +81.2% | -62.1% | +14.1% |
| 1Y | +15.2% | +98.5% | -83.3% | +9.4% |
| 3Y | +6.0% | +428.2% | -422.3% | -10.6% |
| All | +6.8% | +657.3% | -650.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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