+5.1%
KDP vs FLR
+248.0%
-242.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +2.1% | +0.7% | +1.4% | +2.1% |
| 30D | +8.5% | -0.7% | +9.1% | +8.5% |
| 3M | +6.6% | +14.3% | -7.7% | +6.2% |
| 6M | +17.1% | +25.6% | -8.5% | +16.1% |
| YTD | +19.0% | +42.9% | -23.8% | +17.4% |
| 1Y | +21.8% | +38.7% | -17.0% | +20.1% |
| 3Y | +6.4% | +61.8% | -55.3% | +1.2% |
| 5Y | +5.1% | +254.1% | -249.0% | -9.3% |
| All | +5.1% | +248.0% | -242.9% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling