+173.3%
KDP vs FND
+58.4%
+114.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.5% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +8.5% | -23.6% | +32.0% | +12.4% |
| 3M | +6.6% | +4.3% | +2.3% | +5.6% |
| 6M | +17.1% | -20.3% | +37.3% | +19.8% |
| YTD | +19.0% | -21.3% | +40.3% | +21.7% |
| 1Y | +21.8% | -45.4% | +67.1% | +30.4% |
| 3Y | +6.4% | -48.9% | +55.3% | +12.2% |
| 5Y | +5.1% | -61.0% | +66.2% | +11.5% |
| All | +173.3% | +58.4% | +114.9% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling