+170.1%
KDP vs FLR
+18.3%
+151.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -4.3% | -6.9% | +2.6% | -3.7% |
| 30D | +7.8% | +1.1% | +6.7% | +7.6% |
| 3M | -0.1% | +14.3% | -14.4% | -1.7% |
| 6M | +14.0% | +19.1% | -5.1% | +11.2% |
| YTD | +15.1% | +35.1% | -20.1% | +10.7% |
| 1Y | +18.5% | +29.5% | -11.0% | +14.2% |
| 3Y | +2.9% | +53.0% | -50.1% | -5.3% |
| 5Y | +3.0% | +238.9% | -236.0% | -15.5% |
| All | +170.1% | +18.3% | +151.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling