+1,314.5%
KDP vs FLR
-26.2%
+1,340.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +8.2% | +5.1% | +3.1% | +7.4% |
| 30D | +18.4% | -0.5% | +18.8% | +18.2% |
| 3M | +29.2% | -3.5% | +32.7% | +29.3% |
| 6M | +32.3% | +16.5% | +15.8% | +28.1% |
| YTD | +38.5% | +27.3% | +11.2% | +31.3% |
| 1Y | +48.5% | +10.6% | +37.9% | +43.5% |
| 3Y | +32.5% | +39.4% | -6.9% | +18.9% |
| 5Y | +19.7% | +126.4% | -106.7% | -3.5% |
| 10Y | +256.4% | +8.4% | +248.0% | +166.2% |
| All | +1,314.5% | -26.2% | +1,340.7% | +802.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling