+173.7%
KDP vs FND
+66.0%
+107.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | +1.3% | -5.2% | +6.5% | +2.0% |
| 30D | +6.0% | -19.9% | +25.9% | +9.1% |
| 3M | +9.2% | +2.7% | +6.5% | +8.4% |
| 6M | +14.7% | -21.7% | +36.4% | +17.7% |
| YTD | +19.2% | -17.5% | +36.7% | +21.1% |
| 1Y | +15.2% | -39.3% | +54.5% | +21.6% |
| 3Y | +6.0% | -49.8% | +55.7% | +12.1% |
| 5Y | +5.4% | -60.1% | +65.5% | +11.5% |
| All | +173.7% | +66.0% | +107.6% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling