+17.0%
KDP vs FND
-61.6%
+78.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +2.2% | +7.7% | -5.5% | +1.3% |
| 30D | +19.9% | +11.9% | +8.1% | +18.3% |
| 3M | +21.5% | -14.6% | +36.1% | +23.3% |
| 6M | +30.1% | +0.5% | +29.7% | +29.3% |
| YTD | +34.9% | -15.8% | +50.8% | +36.2% |
| 1Y | +43.4% | -12.9% | +56.3% | +44.0% |
| 3Y | +29.1% | -34.2% | +63.2% | +30.4% |
| All | +17.0% | -61.6% | +78.6% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling