+19.7%
KDP vs FN
+194.7%
-175.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.5% | +1.7% |
| 7D | +8.2% | -4.1% | +12.3% | +8.2% |
| 30D | +18.4% | -28.3% | +46.7% | +18.4% |
| 3M | +29.2% | -33.9% | +63.1% | +29.1% |
| 6M | +32.3% | -43.9% | +76.2% | +32.3% |
| YTD | +38.5% | -23.4% | +61.9% | +37.8% |
| 1Y | +48.5% | -25.4% | +73.9% | +47.8% |
| 3Y | +32.5% | +107.9% | -75.4% | +24.8% |
| 5Y | +19.7% | +195.1% | -175.4% | +5.9% |
| All | +19.7% | +194.7% | -175.1% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling