+6.8%
KDP vs FN
+289.0%
-282.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -0.9% |
| 7D | +1.3% | -1.7% | +3.0% | +1.3% |
| 30D | +6.0% | -22.0% | +28.0% | +5.9% |
| 3M | +9.2% | -43.0% | +52.2% | +9.4% |
| 6M | +14.7% | -27.7% | +42.4% | +14.5% |
| YTD | +19.2% | -10.5% | +29.7% | +18.6% |
| 1Y | +15.2% | +12.5% | +2.7% | +14.1% |
| 3Y | +6.0% | +153.8% | -147.8% | -0.2% |
| All | +6.8% | +289.0% | -282.2% | -5.0% |
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