+23.6%
KDP vs FLR
+37.2%
-13.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.2% | -7.4% |
| 7D | -4.0% | +10.1% | -14.1% | -3.7% |
| 30D | +8.5% | -0.5% | +8.9% | +8.5% |
| 3M | +20.7% | -4.8% | +25.5% | +20.7% |
| 6M | +23.2% | +10.7% | +12.5% | +23.5% |
| YTD | +30.5% | +25.0% | +5.5% | +30.9% |
| 1Y | +35.9% | +8.3% | +27.6% | +36.3% |
| All | +23.6% | +37.2% | -13.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling