+43.4%
KDP vs FN
-33.3%
+76.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | +0.1% |
| 7D | +2.2% | 0.0% | +2.3% | +2.5% |
| 30D | +19.9% | -34.3% | +54.3% | +18.2% |
| 3M | +21.5% | -39.9% | +61.3% | +19.4% |
| 6M | +30.1% | -51.8% | +81.9% | +27.9% |
| YTD | +34.9% | -28.1% | +63.1% | +33.7% |
| 1Y | +43.4% | -29.1% | +72.5% | +42.8% |
| All | +43.4% | -33.3% | +76.7% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling