+16.2%
KDP vs FLEX
+421.8%
-405.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.6% |
| 7D | -0.8% | +7.5% | -8.2% | -0.9% |
| 30D | +9.7% | -25.3% | +35.0% | +10.1% |
| 3M | +17.6% | -39.7% | +57.3% | +18.6% |
| 6M | +25.8% | -47.9% | +73.6% | +27.0% |
| YTD | +33.9% | +24.1% | +9.8% | +28.5% |
| 1Y | +38.9% | +26.0% | +12.9% | +33.1% |
| 3Y | +26.8% | +282.7% | -255.9% | +5.0% |
| All | +16.2% | +421.8% | -405.5% | -10.1% |
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